Walter's DConf 2014 Talks - Topics in Finance

Chris Williams yoreanon-chrisw at yahoo.co.jp
Fri Mar 21 15:44:14 PDT 2014


On Friday, 21 March 2014 at 22:28:36 UTC, Walter Bright wrote:
> It's a good thought, but I have zero knowledge of how C++ is 
> used for high frequency trading.

Reading through the Wikipedia article on Computational Finance, 
it looks like it's basically performing simulations where some 
data is known but other is not. Random numbers are generated for 
the unknown data and the simulations are run several times to 
find the range of possible outcomes given the known values.


More information about the Digitalmars-d mailing list