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Wayne, Hi. I've been following this post and I am excited about the prospects of working on the open source project. I work in a prop quant research role and I agree completely about the need of reliable backtest at multiple time frames and tick time in particular. Let me know how I can help...

If you have a method for reproducing complex adaptive systems then you are ahead of the game. If you can forecast them... Quote from Science Trader Thermodynamics is the same. You can find empirical law which work very well but still can find exactly the same results starting from...