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Need high performance computer for back testing on historical data

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Elite Member
OC, California, USA
 
Futures Experience: Advanced
Platform: IB/TWS, NinjaTrader, thinkorswim
Favorite Futures: stocks, options, futures, VIX
 
shodson's Avatar
 
Posts: 1,880 since Jun 2009
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Perl is not fast. Use a compiled language like C, C++, C#, or Java (JVM) for speed. This will help you more than using expensive VMs or cloud computing services. Your i7 should be fast enough but I'm not certain since you didn't disclose what kind of strategy it is and what kind of data set you are testing across.

As others mentioned, look to use caching of things that are being calculated over and over again, like a SMA(200), so you don't keep re-calculating the same things with each iteration.

I use Ninjatrader, which allows me to code strategies in C#, and I can backtest several years of data across thousands of stocks in a few minutes using daily bar data.

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