Jignesh Patel's banner

Jignesh Patel

@JigneshTrade • 12,171 subscribers

Derivatives & Quantitative Data Analyst | Machine Learning & Financial Data Science Expert | Algorithmic Trading Strategist | Team lead

Shorts

Once you have framework to control multiple strikes simultaneous in vectorised cupy array processing, it’s simple to configure most of strategies and run it faster, otherwise it would take hrs to run. added just 15 lines of code in framework to make rolling strategy backtest.

Once you have framework to control multiple strikes simultaneous in vectorised cupy array processing, it’s simple to configure most of strategies and run it faster, otherwise it would take hrs to run. added just 15 lines of code in framework to make rolling strategy backtest.

10,183 views