Is it possible to write from a single script in c++ with the entire process for the elaboration of a super system? (download data, backtest, clustering, preprocessing, 3 stacking ensembles for different data, search for inefficiencies, validation in walk forward, mount it MCMC ...... ..) but with the whole process and orderly execution !!!!
I could indicate the tools / libraries to call / use in python and R from the script for zeroMQ