[R-sig-Finance] Backtesting speed

[Dirk Eddelbuettel]

Just to play contrarian here, let me mention that on the quantlib-user list
two issues recently surfaced:

 - replacing float/double calculations with (scaled) integers for greater 
   speed

 - using dedicated hardware (field programmable gate arrays) with their
   specialised language dialects / compilers for speed increases of up to
   100x (relative to a baseline of C++, not R)

And then there are the folks who want to do linear algebra in their graphics
cards as those things have better bus speed and floating point performance
than the usual motherboard and fpu ...

So to sum it up, there is always someone trying to be faster yet.  But then
most of us use R for the speed and power of prototyping and 'r & d', right?

Dirk

-- 
Hell, there are no rules here - we're trying to accomplish something. 
                                                  -- Thomas A. Edison