because words and terminology and details DO MATTER. I agree with the other guy, you are hardly providing any details at all but want the holy grail.
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an alternative browser.
You should upgrade or use an alternative browser.
Vectorized backtesting with pandas
- Thread starter nooby_mcnoob
- Start date
how did you solve it? You did not outline anything regarding the solution to the problem you posed. A lot of gibberish and question marks, perhaps re-check your initial post to see what I mean.
I started this thread not to talk about what I need, but how I solved a technical problem that may be useful to others. It is a tool in your belt and not a holy grail. Why you keep going on your pet tangent is probably something to do with you.
Your responses have shown you clearly didn't read anything. My humble suggestion is a reading comprehension class. No harm done.
Edit:
Edit:
TL;DR: compute returns at signal time for various holding periods and be satisfied that it's 80% accurate
Last edited:
care to describe in detail how you vectorized your workflow? Example: ES Futures pricing data, 1-minute bars, open/high/low/close/volume. 5 data points for each 1-minute bar. 1 strategy that evaluates each data point, calculates a simple moving average metric and sends out orders when current price crosses over the moving average. Stupid example but I just use it for simplicity purposes. How did you vectorize feeding your strategy with data?
Your responses have shown you clearly didn't read anything. My humble suggestion is a reading comprehension class. No harm done.
Edit:
TL;DR: compute returns at signal time for various holding periods and be satisfied that it's 80% accurate
TL;DR: compute returns at signal time for various holding periods and be satisfied that it's 80% accurate
TL;DR: compute returns at signal time for various holding periods and be satisfied that it's 80% accurate
Most retarded post in the technical comments section so far this year. Congratulations. You clearly show you have no friggin clue what you are talking about.
Leaves one to wonder why you follow me around the site.
Most retarded post in the technical comments section sofar this year. Congratulations. You clearly show you have no friggin clue what you are talking about.
Bla bla
Nobody follows you around, what for? If I laughed about your retarded posts in several threads then perhaps that has to do with your quality posts or lack thereof?
You make some absurd claims and can't even explain them properly. And nobody calls you out on your BS. What has this quant and technical forum turned into. Quality level was worlds better before
You make some absurd claims and can't even explain them properly. And nobody calls you out on your BS. What has this quant and technical forum turned into. Quality level was worlds better before
Leaves one to wonder why you follow me around the site.
Nobody follows you around, what for? If I laughed about your retarded posts in several threads then perhaps that has to do with your quality posts or lack thereof?
Lies. This thread was dormant until your dumbass showed up.
Please tell me where I'm wrong in what I said: 80% accurate enough to warrant further testing.
This is your explanation of how you vectorize a backtest. You made it onto my ignore list (only 3 on it so far, so you are special).... ridiculous
Lies. This thread was dormant until your dumbass showed up.
Please tell me where I'm wrong in what I said: 80% accurate enough to warrant further testing.