1,000,000 backtest simulations in 20 seconds with vectorbt

Discussion in 'Strategy Building' started by chromosome, Apr 29, 2023.

  1. d08

    d08

    At first I felt the same but I realised it's only because I had gotten used to Pandas. Now for most things, Polars seems more concise.
     
    #21     Jun 28, 2023
  2. M.W.

    M.W.

    Oh for sure, polars is way more concise, but so is Kx (kdb). It comes down to learning curves. For a once written code that's not an issue but for daily profiling it surely takes time to get used to.

     
    #22     Jun 28, 2023
  3. Impressive, but take a look at this classic article that changed my whole view about millions of backtests.
     
    #23     Jul 5, 2023