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.
