[erlang-questions] Market data, trading strategies and dropping the last element of a list
Tue Dec 19 14:53:16 CET 2006
On Dec 19, 2006, at 1:42 PM, Vlad Dumitrescu wrote:
> Actually, an implementation is here:
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.
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