Last post, we shared some code on volatility targeting and risk. In the next few reports, we will dive much deeper into testing and learn to run them more efficiently using an assortment of tools. These tools will help you become better as an engineer and more efficient when building your systems. Some topics we have lined up are code RAM and CPU profiling, learning how to make your code faster by unlocking the Python GIL, different types of strategies and how to analyse them with a more robust testing framework et cetera.
In case you missed it:
Preview Alpha of The Week:
Alpha of The Week Report: (Paid Readers)