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Forums>StrategyQuant>General Discussion>Random number generator

  • #114433 |
    Participant
    34 Posts

    Hi Marc, i have a technical question, which algorithm you used? Your personal algorithm or one most famous like Mersenne Twister?

    #134015
    Mark Fric
    Administrator
    1182 Posts

    we use MerseneTwister, I think it has the best combination performance vs randomness ratio

    Mark
    StrategyQuant architect

    #134016
    Participant
    34 Posts

    yes, i think the same, after MersenneTwister you can add support for a hardware generator

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