R parallelism and multithreading - Matlab, R project and Python | futures io social day trading
futures io futures trading

R parallelism and multithreading
Updated: Views / Replies:2,074 / 11
Created: by Big Mike Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Thread Tools Search this Thread

R parallelism and multithreading

  #11 (permalink)
Elite Member
New York, NY
Futures Experience: Beginner
Platform: thinkorswim
Broker/Data: TD Ameritrade
Favorite Futures: Stocks
Posts: 958 since Jul 2012
Thanks: 640 given, 1,959 received

The reason R is slow is because the garbage collector in R is backed by circular doubly linked lists that are slow to traverse and likely wipe out your CPU cache each GC cycle. In turn, this GC is triggered very frequently because of excessive use of redundant, temporary objects under the hood that immediately get swept for GC. Some of my colleagues use R extensively so we have a custom R kernel that mitigates this issue, and we found that the performance gain of rewriting the generational GC in R exceeds that of naive parallelism with mapreduce constructs in most cases.

At a time when I used to know very little about R, I felt that it had lacked language constructs suitable for parallelism. Having spent more time reading others' (more experienced than myself) R code, I've realized that it's actually inherently parallel if you are comfortable with a functional paradigm.

I would encourage people to use whatever language they're most comfortable learning, and worry about performance optimization later.

Reply With Quote
The following 2 users say Thank You to artemiso for this post:
  #12 (permalink)
Elite Member
Futures Experience: Advanced
Platform: NinjaTrader , Multicharts and my own system
Favorite Futures: Futures
Posts: 294 since Feb 2015
Thanks: 19 given, 458 received


Multi-threaded R

Last edited by Aufidius; February 7th, 2016 at 02:34 AM.
Reply With Quote


futures io > > > > R parallelism and multithreading

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

Wyckoff Hunting for Great Risk/Reward Ratio w/Gary Fullett

Elite only

Digging into the Details of iSystems w/Stage 5 & iSystems

Jun 5

All times are GMT -4. The time now is 10:34 PM.

Copyright © 2018 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2018-05-23 in 0.07 seconds with 18 queries on phoenix via your IP