What are the best random number generators for cryptocurrency trading algorithms in C++?

3 answers

• Nov 29, 2021 · 3 years ago
  One 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.
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• Nov 29, 2021 · 3 years ago
  When 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.
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• Nov 29, 2021 · 3 years ago
  BYDFi, 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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