Viewing 3 posts - 1 through 3 (of 3 total)Forums>StrategyQuant>General Discussion>Random number generator Fluke 21. 11. 2015 10:00pm #114433 | Participant34 PostsHi Marc, i have a technical question, which algorithm you used? Your personal algorithm or one most famous like Mersenne Twister? Mark Fric 23. 11. 2015 1:55pm #134015 Administrator1182 Postswe use MerseneTwister, I think it has the best combination performance vs randomness ratioMark StrategyQuant architect Fluke 23. 11. 2015 9:04pm #134016 Participant34 Postsyes, i think the same, after MersenneTwister you can add support for a hardware generatorViewing 3 posts - 1 through 3 (of 3 total)You must be logged in to reply to this topic.