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by zygomega
4816 days ago
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I wish I could get down to nano units. iqfeed (a good value feed) just got millisecs in so will settle for that. I'm preparing some speed tests between C++ and haskell on an identical block of processing so stay tuned! You might be surprised - haskell is way ahead of clojure on compiler smarts. The split you suggest is exactly what I think is wrong with the way things get done right now. I'd like to integrate the quant inside the read and stream - now that's potentially a large speed up that might compensate a tight budget. |
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