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Scalable platform for running EasyLanguage strategies


  • To: omega-list@xxxxxxxxxx
  • Subject: Scalable platform for running EasyLanguage strategies
  • From: Joel Reymont <joelr1@xxxxxxxxx>
  • Date: Sun, 22 Jan 2006 08:03:26 -0800
  • Old-date: Sun, 22 Jan 2006 16:03:10 +0000
  • Old-x-envelope-to: omega-list-request

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Folks,

I would like your input on my design [1]. I'm thinking of building Uptick as a scalable backtesting and execution platform for EasyLanguage strategies. Open source by all means.

My unique proposition is to enable you to build a cluster of cheap boxes for running your strategies in a telco-grade fault-tolerant environment.

This will require me to write a translator from EasyLanguage to Erlang [2] but this is straightforward. What is not clear to me yet is how to get the data into this environment.

Your input is very much appreciated!

Thanks, Joel

[1] http://wagerlabs.com/articles/2006/01/22/who-are-my-customers
[2] http://www.erlang.org

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