Tag: quantitative-finance
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Backtest.py to Vectorbt: 3x Faster Parallel Strategies
Migrate from Backtest.py to Vectorbt for 3x faster parallel backtesting. Optimize multi-strategy portfolios with vectorized operations.
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Backtrader Memory Leak on Multi-Year Tests: 3 Debug Fixes
Fix Backtrader memory leaks in long backtests with 3 proven solutions: cerebro tuning, data cleanup, and RAM monitoring to scale your strategy tests.
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NumPy Vectorization Cuts Cointegration Test Time by 8x
Nested loops in cointegration tests killed my backtest speed. NumPy matrix ops cut 47 seconds to 5.8 seconds โ here's the exact vectorization pattern.
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Pairs Trading Is Dead (Unless You Know Where to Look)
Classic equity pairs trading is arbitraged out, but Kalman-filtered cross-asset pairs and multi-leg baskets still show alpha in these 3 markets.
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Risk Management and Portfolio Optimization Techniques in Python
VaR underestimates tail risk, Markowitz explodes on estimation error. Fix it with shrinkage estimators and Kelly criterion position sizing.