GPU accellerated Backtest

Heerozh / spectre

GPU-accelerated Factors analysis library and Backtester

GNU General Public License v3.0

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GPU accellerated Backtest #8

Closed MarkusEvo closed 3 years ago

MarkusEvo commented 3 years ago

Hey, I was wondering if there was a way to compute portfolio returns / sharpe ratio or drawdowns etc. as factors or GPU accellerated in general. I'm working on a project were I have to do alot of backtests and was wondering if that was possible.

Heerozh commented 3 years ago

Unfortunately gpu accelerated backtest is impossible, you need to find other ways

MarkusEvo commented 3 years ago

okidoki