Random number generator
2 replies
Fluke
8 years ago #114433
Hi Marc, i have a technical question, which algorithm you used? Your personal algorithm or one most famous like Mersenne Twister?
Mark Fric
8 years ago #134015
we use MerseneTwister, I think it has the best combination performance vs randomness ratio
Mark
StrategyQuant architect
Fluke
8 years ago #134016
yes, i think the same, after MersenneTwister you can add support for a hardware generator
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