Best Language for developing a backtesting platform

Quote from nitro:


I am comming more and more to the conclusion that historical data is worthless if you don't replicate exactly the same way it came to you over the socket. So instead of storing ticks, store the network packets captured by some tool. Then when testing, replay those packets (problably using the same tool used to capture the packets) to your software. Now you are forced to deal with "realtime" data even in testing, and your analysis and live results are far more likely to match.
More...

:confused: :eek: I assume this is a joke
 
You must log in or register to reply here.
Back
Top