Wake up early on a holiday, excited to add some new features to historical options backtester. 3 hours later: zero features added BUT I can tell you how many business seconds until any option expires ¯\_(ツ)_/¯
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Matlab backtesting, must have been a masochist
What if told you that one of the biggest and most successful HFT firms did their backtesting in MATLAB.
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That’s wild but I will still never use matlab in the year of our lord two thousand and twenty one. R, Python, Julia, Mathematica, literally anything is easier to code
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My first take is that Python and Julia are obviously better languages (no experience with Mathematica. I really dislike R but that could just be cultural).
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