@eddelbuettel written a backtest in blotter. Any specific things to keep in mind on speeding it up with rcpp?
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Replying to @nissimnabar
@nissimnabar You need everything in the inner loop(s) in C++, so no calling Rcpp::Function back to R. Come to rcpp-devel to discuss. #rcpp

Dec 8, 2012 · 3:29 AM UTC

1
Replying to @eddelbuettel
@eddelbuettel will do that. Thanks :)