TBB vs Fastflow for C++ parallel multithreading? Next steps
Let’s geek on or nerd out!
Hmmm.. I get this popular for some reason this week:
After some research, I found this for Fastflow:
Windows (Windows 7 64 bit, x86_64) with Visual Studio Express 2013. Other Windows and Visual Studio compiler might works (minor fixes might be required). Window code is not fully optimised for performance.
This project was promising but I decided to stick with TBB despite the torture it may bring. Also, I posted this earlier this week:
Ho hum on an OS which I think is really built for hobbyists. I may one day switch back to a more enterprise Linux distro like RHEL or SUSE but we shall see. Either way, I need to keep my eventual code cross platform portable so this is the most logical choice for now.
I am definitely sticking with this workflow of Matlab/Simulink code generation to C++ or C. Build the plumbing around the systematic models generated by Simulink which can support cross platform compilers. I want to eventually deploy onto a Mac OSX which is my fave but thatt can limit my choices of support on remote server options which brings it back to ugh, Linux.
As my next steps on this automated back testing will revolve around this:
See the video above as well but I will focus a online Meetup Q&A on this. Join this as the links are below. For me, if it works out this will be the absolute best way and OPTIMAL game changing way to deploy new experimental algos into an trading environment. Remember I got 8 ready go when I reach this step! Hail Matlab, this is where it really shines in my own little 2 cent opinion as well!!
Oh don’t forget about all that money management, risk management, and portfolio management I looked at in the Winter 2015. More to deploy within Matlab. Yeh!
Lastly, it looks like I wil be sticking with Oanda for the live trading as the Interactive Brokers goals were not mad. Oh well, might be for the better. Oanda Java API is the choice here as I question this REST approach but I may be surprised once I can wrap my head around it.
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