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.
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