1
$\begingroup$

I am at the beginning of writing a back testing engine and wanted to get some Feed back on considerations I should take into account , design ideas etc.

$\endgroup$
  • 1
    $\begingroup$ Hi GKonheiser, welcome to Quant.SE! I'm afraid this is too broad to get a good answer, could you please narrow it down a bit? $\endgroup$ – Bob Jansen Feb 25 '16 at 22:56
  • $\begingroup$ Hi sorry , yes that was very broad. so with regards to data storage my thinking is: I have my tick data in a csv format , at run time I will I load the data/instrument I want to test into an array. From the tick data I will build any other time frames I need. Would this be the fastest way to handle the data, is this a good concept or should I be looking at storing the data in a data base? $\endgroup$ – GKonheiser Feb 26 '16 at 6:52

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.