© Chris Conlan 2016

Chris Conlan, Automated Trading with R, 10.1007/978-1-4842-2178-5_6

6. High-Performance Computing

Chris Conlan

(1)Bethesda, Maryland, USA

In Chapter 7, we will be building our first iteration of a full simulator. We need to cover some high-performance computing concepts so our simulator is not painfully slow. We will begin with a general discussion of high-performance computing in R and then move to implementing different methods in both Windows and UNIX systems. Windows and UNIX systems require different configurations and packages for multicore computing in R.

Hardware Overview

It is important to know the hardware specifications of your machine to configure high-performance computer code. Further, we need to understand how our ...

Get Automated Trading with R: Quantitative Research and Platform Development now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.