[erlang-questions] Market data, trading strategies and dropping the last element of a list

Joel Reymont <>
Tue Dec 19 14:53:16 CET 2006


On Dec 19, 2006, at 1:42 PM, Vlad Dumitrescu wrote:

> Actually, an implementation is here:
> http://www.stud.fernuni-hagen.de/q5480035/icfp2003/src-html/ral.html

Thanks for the pointer. It appears that deleting the last element  
would be O(N), i.e. slow. This is something that I would need to do  
every time I insert a quote, though.

In essence, if the full price set of prices (time series) is stored  
someplace, the window that strategies use to look at the time series  
is a sliding window. It moves ahead one element at a time as new  
elements (quotes) are added.

	Thanks, Joel


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