#### Mensa

##### Active Member

Dear All,

I am doing a project about high frequency trading strategy. My data package is extremely huge (intraday prices for every minute from 1999-), and I want to do some tests for various time interval from 1 min to 10000 min. I have tried Matlab and Python, which are both inefficient, very slow.

I want to implement it in Visual Studio using C++. But I don't know how can I import data file to visual studio, and test my functions. The function is expected to return a huge matrix.

@Daniel Duffy

I am doing a project about high frequency trading strategy. My data package is extremely huge (intraday prices for every minute from 1999-), and I want to do some tests for various time interval from 1 min to 10000 min. I have tried Matlab and Python, which are both inefficient, very slow.

I want to implement it in Visual Studio using C++. But I don't know how can I import data file to visual studio, and test my functions. The function is expected to return a huge matrix.

@Daniel Duffy

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