I swear that I’m going to grow old waiting for backtests to finish loading.
Do any of the pros have backtesting advice as far as efficient loading times goes?
@Ksidiii @goodalexander @KrisAbdelmessih @VolQuant
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What should I use? SQL?
Mostly a joke. Python is fine for most use cases, especially with vectorization and other speed ups. Would only consider using something else if you have many timestamps, many assets, or complex intermediate calculations that you can't cache.