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I hear that R/Python's role in the project is initial modelling and testing. You train trading algorithms in R or Python, then deploy them in a C/C++ algorithm
by cgmil 10y ago
I hear that R/Python's role in the project is initial modelling and testing. You train trading algorithms in R or Python, then deploy them in a C/C++ algorithm for speed.
- xapata 10y agoNumPy is C++, Fortran, and sometimes CUDA. Depending on usage.