Comparison of actual running time of algorithmic trading software

  • Thread starter Thread starter Pig
  • Start date Start date

Pig

Joined
9/30/11
Messages
3
Points
11
I will have to do a project in my master degree.
I am newbie in algorithmic trading.
I understand the algorithmic trading software is a platform which user can write programs in it.
Suppose I pick 2 algorithmic trading software.
I think there are standard strategies in algorithmic trading e.g. momentum based.
Suppose I have mometum based algo (called it A1).
I write A1 in both 2 algorithmic trading software.
Because these are 2 different algorithmic trading software, it can provide
different actual running time (e.g. seconds).

Is there journal paper which measures performance of algorithmic trading software?
Or any website which measures performance of algorithmic trading software?

Thanks.
 
you want to write a piece of code running on 2 different software platforms. you want to measure the speed of computation. if you want to compare two software, you don't necessary need a momentum based algo. Most indicators are almost real-time. How fast you want it to be depends on where the server is hosting your algo. And your bandwidth. And your hardware. And your broker connectivity.
 
Back
Top Bottom