Rebalance Ep 2: Faster Backtesting, New Boot Camp

Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In this second episode we’re happy to share:

  1. Upgraded CPUs! The backtesting infrastructure was upgraded to 4.0GHz CPU’s for faster backtesting, you should see a 10 percent speed boost for most of your backtesting. Fine fundamental backtesting was optimized resulting in a 100 percent speed increase upon deployment. You can test out an algorithm that benefited from the speed increase here.
  2. New Boot Camp! Last week we shipped a Momentum Based Tactical Allocation lesson. It explores how to use a momentum indicator to control a portfolio of multiple assets.
  3. Coming Soon! The new debugging support will allow you to place breakpoints in your code, step through, and inspect variable values. It should make your development experience much better and improve your productivity. Debugging for backtesting will be available for free to all community users, and will be accessible from the terminal. Debugging has our most requested feature for years! We’re happy to be finally shipping this technology.
Sherry Yang

By: Sherry Yang