3 ms·
Feels like a jumble of data. You should organize this somehow. The list of "high level" items seems pretty reasonable, but you left out historical data and back
by joshu 15y ago
Feels like a jumble of data. You should organize this somehow. The list of "high level" items seems pretty reasonable, but you left out historical data and backtesting.
- veyron 15y agoNeither are involved in the intraday production critical path. Maybe I should have explicitly used that phrase. FYI: "Answer: For various reasons, (2) is the natural entry point ( historical data can be used in lieu of real data, strategy requires data, and building an order book simulator can initially obviate the need for true exchange order entry), so let’s start here."