It would be useful to be able to run on weekly or monthly to look at longer period of time, with less overhead.
It would be useful to be able to run on weekly or monthly to look at longer period of time, with less overhead.
The slowest part of most pipeline computations is the wait while loading the underlying data. When you're doing a backtest, the pipeline is actually pre-computed in chunks that are several months long. So it doesn't really matter if the pipeline is daily, weekly, or monthly - they are all essentially the same cost. The data is loaded only once for that chunk.
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