Backtesting speed
Just to play contrarian here, let me mention that on the quantlib-user list two issues recently surfaced: - replacing float/double calculations with (scaled) integers for greater speed - using dedicated hardware (field programmable gate arrays) with their specialised language dialects / compilers for speed increases of up to 100x (relative to a baseline of C++, not R) And then there are the folks who want to do linear algebra in their graphics cards as those things have better bus speed and floating point performance than the usual motherboard and fpu ... So to sum it up, there is always someone trying to be faster yet. But then most of us use R for the speed and power of prototyping and 'r & d', right? Dirk
Hell, there are no rules here - we're trying to accomplish something.
-- Thomas A. Edison