[R-SIG-Finance] Finance Benchmarks/Workload

Brian G. Peterson brian at braverock.com
Thu Jul 24 18:05:48 CEST 2008


Imanpreet wrote:
>                  Could anyone point out any existing benchmarks or workloads
> for R, specifically targeting financial applications?

That's a pretty vague request.

I've got functions that run in microseconds, and some portfolio 
optimizations that take hours.

I'm aware of organizations that use huge clusters to do financial 
analysis with R.

Perhaps you could be a little more specific about what you are trying to 
benchmark?

Regards,

   - Brian



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