Are you guys realy optimizing using years of data... I find that it is best to use 4 weeks of data to fit the strategies...
On Jul 25, 7:03 pm, Martin Koistinen <[email protected]> wrote: > At present, I get by with my current hardware and available time-window. > However, as you point out, our historical data set will only get larger. No > matter what, there are limits to what we can do. An optimization job that > takes more than about 16 hours to process is useless, because it is obsolete > before you can put it to use. I don't want my experience with JBT to be > limited like this, so I'd like to prepare now, before I exhaust my current > resources. > > On Sat, Jul 25, 2009 at 6:37 PM, Eugene Kononov > <[email protected]>wrote: > > > Here is one thing that I wanted to mention before we get carried too far > > with this clustered optimization concept. Some of your optimization jobs, > > Martin, would take 500 days to complete. Even if distributed over 100 nodes, > > it's still 5 days, way to long. And this is with only 20 days worth of data! > > What are we going to do when the data set is 2 years long? There is > > obviously a limit to everything, and the best that we can accomplish with > > distributed optimization is probably around 5 to 100 times faster > > optimization times. > > > --~--~---------~--~----~------------~-------~--~----~ > > You received this message because you are subscribed to the Google Groups > > "JBookTrader" group. > > To post to this group, send email to [email protected] > > To unsubscribe from this group, send email to > > [email protected]<jbooktrader%[email protected]> > > For more options, visit this group at > >http://groups.google.com/group/jbooktrader?hl=en > > -~----------~----~----~----~------~----~------~--~- --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
