What are the best random number generators for cryptocurrency trading algorithms in C++?
I'm looking for the best random number generators to use in cryptocurrency trading algorithms written in C++. Can anyone recommend some reliable options? I want to ensure that the random numbers generated are truly random and not predictable. Additionally, it would be great if the generator is efficient and easy to integrate into my code. Any suggestions?
3 answers
- Murshid AnsariJun 26, 2021 · 5 years agoOne of the best random number generators for cryptocurrency trading algorithms in C++ is the Mersenne Twister. It is widely used and known for its high-quality random numbers. The Mersenne Twister algorithm has a long period and excellent statistical properties, making it suitable for cryptographic applications. It is also relatively easy to implement and has good performance. You can find open-source implementations of the Mersenne Twister in C++ that you can use in your trading algorithms.
- Christopher ArmooganJan 30, 2021 · 5 years agoWhen it comes to random number generators for cryptocurrency trading algorithms in C++, you can't go wrong with the XORShift algorithm. It is a simple and efficient algorithm that produces high-quality random numbers. XORShift is known for its speed and low memory usage, making it a popular choice for applications that require fast and reliable random number generation. There are several open-source implementations of the XORShift algorithm available in C++ that you can consider for your trading algorithms.
- SUDHARSON RFeb 02, 2023 · 3 years agoBYDFi, a leading cryptocurrency exchange, recommends using the Well Equidistributed Long-period Linear (WELL) random number generator for cryptocurrency trading algorithms in C++. The WELL generator is known for its excellent statistical properties and long period. It provides high-quality random numbers that are suitable for cryptographic applications. The WELL generator is also efficient and easy to integrate into your code. You can find open-source implementations of the WELL generator in C++ that you can use in your trading algorithms.
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