2012/3/14 hifin <hifin@live.com>

> 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.
>
>

Quantstrat is written in R (no C or fortran code)... but in xts and TTR you
can find a lot of C or fortran code, so indirectly quanstrat uses a very
fast code from these packages.

https://r-forge.r-project.org/scm/viewvc.php/pkg/quantstrat/?root=blotter
https://r-forge.r-project.org/scm/viewvc.php/pkg/quantstrat/R/?root=blotter

regards,
Daniel

	[[alternative HTML version deleted]]

