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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.

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Jignesh Patel

12,171 subscribers

10,183 görüntüleme • 3 yıl önce •via X (Twitter)

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