[R-SIG-Finance] Does Quantstrat use C/Fortran to do the computation?

hifin hifin at live.com
Wed Mar 14 10:23:40 CET 2012


I was wondering if any quantstrat's backtesting functionality is fulfilled by
underlying C/Fortran programs. I asked this because speed is crucial when
doing intra-day/high-frequency simulation and optimization.

Thanks for your inputs.



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