Do you need to run "multiple backtests" because you have several instruments
to test or are you trying to optimize parameters?  If it's the later, you
might think about whether you can do your optimization separately.  If so,
then just run your "backtests" with the optimized parameters.

Garrett

On Fri, Jun 24, 2011 at 6:00 AM, benjamin sigel <benjamin.sigel@gmail.com>wrote:

> Hi,
>
> I would like to run multiple backtests with R on intraday data, using
> "quantstrat" and "backtest package" and I was wondering what would be the
> most time efficient hardware solution between these two:
>
> - 1 PC: *1 Quad-Core* (Intel® Core™ i5-2300, 2.8 GHz (up to 3.1 GHz with
> Turbo Boost) /6GB installed DDR3 RAM (1066 MHz) + *16GB maximum RAM
> capacity
> *
>
> OR
>
> - *2 PC's Hooked-up:* 2 Dual-core (Intel® Core™ i3-550 Processor, 3.20 GHz,
> 4 MB Smart Cache, 4GB DDR3 + *maximum expandable memory 16GB* *each*
>
> Many Thanks for your help,
>
> Ben
>
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