Home Forums current capabilities of algoquant – questions

Viewing 1 post (of 1 total)
  • Author
  • #1923

    I am impressed with your design philosophy and white papers. I was wondering if you could answer the following about your .2 version:

    1) Roughly how many ticks per second -per modern core- can be consumed during backtesting for the simplest strategy that virtually never triggers (so no expensive transactions taking place) such as buy when the spread 2 levels deep exists and is 10% wide ?
    2) Am I correct from looking at the code that it will use/store milliseconds but not microseconds ?

    Can you share some features coming in future algoquant versions even if you cant specify the time ?

Viewing 1 post (of 1 total)
  • You must be logged in to reply to this topic.