Can anyone comment on the suitability of databases of any kind as the data source for running a "high frequency trading" backtest? The fact that the market data ticks are in a database doesn't seem that helpful, given that the order book state needs to be built up by processing all previous ticks since market open anyway.
Can anyone comment on the suitability of databases of any kind as the data source for running a "high frequency trading" backtest? The fact that the market data ticks are in a database doesn't seem that helpful, given that the order book state needs to be built up by processing all previous ticks since market open anyway.
paperswithbacktest/awesome-systematic-trading only mentions c++ twice: https://github.com/paperswithbacktest/awesome-systematic-tra...
pwb-alphaevolve: https://github.com/paperswithbacktest/pwb-alphaevolve
backtesting > C++ GitHub Topics https://github.com/topics/backtesting?l=c%2B%2B