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>Is it just performance that puts you off Python? If so, did you try writing a native extension to accelerate it? This is what I did originally, but it was way
by logicchains 7y ago
>Is it just performance that puts you off Python? If so, did you try writing a native extension to accelerate it?
This is what I did originally, but it was way slower to have to write and maintain C++ and a Python interface for it than to just write Julia. Particularly because the some of the business/trading logic basically has to be in the native layer (can't backtest a HFT algo without running it on HFT data, and that volume of high frequency tick data is too slow to process in pure Python).