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I see the research as production. There's an autonomous system processing the event stream and deciding on trades that's hands free. I see that as a haskell c
by zygomega 14y ago
I see the research as production. There's an autonomous system processing the event stream and deciding on trades that's hands free. I see that as a haskell codebase with C speedups for critical stuff, with no R anywhere to be seen.
But then I see a wrapper piece that reports to humans about what's going on within the system. I see R as a great visualization tool for that.
I've had good success so far with using R as a fast column database, solving big data hassles, but there may be better solutions in that space.
- boothead 14y agoI've had a quick read through the .org file now and it appears that you're using R for things like moving averages over the stream of prices. Have you considered using one of Haskell's FRP (or pipes/conduit) libraries for this side of things?
- zygomega 14y agodefinitely. I intend to move all of that code into haskell once I get a handle on whether the algo design is on the right track.