Flirting with CPUs - Advanced Backtesting in Python (with Code) (FULL)

The full paper - Flirting with CPUs - Advanced Backtesting in Python (with Code). We discuss Python’s underlying machinery, some general computing & operating system concerns, tools, techniques, principles to make your Python code faster. We try out a real example and speedup a trading strategy script by 100X.

Examples with Numba, Cython, Numpy Vectorization, Profilers, OOP, and Sample Trading Strategies implemented with generalised volatility targeting.

61 Pages of Free Code and Discussion for all readers:

Flirting with CPUs - Advanced Backtesting in Python (with Code) v1

117 Pages, Full Paper + Downloadable Code on My Thinkific:

https://hangukquant.thinkific.com/courses/flirting-with-cpus-advanced-backtesting-in-python-with-code

Full Paper For Paid Readers: