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A faster backtest?

I'm able to execute algorithms in a local environment in milliseconds for 10-years of data (daily values). Is there any reason that the backtest online performs at the speed that is does? If not, removing the lag would allow for us to iterate much more quickly.

2 responses

You're right, our online backtester isn't fast enough. We are actively working on that - stay tuned for updates.

thanks,
Jean

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Thanks for the quick reply. I look forward to the update!