Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Speed please.

Hi,

Is it possible to somehow improve the speed of backtesting?

If I try to do anything fancy such as using pipeline, kalman filtering or clustering the backtest takes hours to complete. I have to literally run it overnight and wait for results next morning.

I have more success downloading daily data from yahoo and running it locally on my Jupyter notebooks. Please look into this. There could be a way to speed up things. Maybe you could offer a fast backtest that does not compute all the numbers and only shows basic statistics. This is useful for us to do some iterations before running a "formal" backtest.

Best regards,
Pravin

2 responses

Another idea is to have more resources as a paid addon. Perhaps people wouldn't mind paying $10-$30/month in order to get dedicated resources for running the algo.

definitely id pay