This is the code from my video on speeding up the backtesting.py framework. This is primarily an educational project designed to show methods for incrementally improving runtime performances of ...
95% VaR Backtest: SPY PASS (16/11.5 exceptions), QQQ PASS (15/11.5 exceptions) 99% VaR Backtest: SPY FAIL (5/2.3 exceptions), QQQ FAIL (5/2.3 exceptions) Note: 99% VaR shows FAIL due to short sample ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results