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Id be interested to hear how often you have your team use this to also store historical backtest results as people iterate on strategies.
by nzjrs 2y ago
Id be interested to hear how often you have your team use this to also store historical backtest results as people iterate on strategies.
- dnadler 2y agoI’ve never seen it used for backtests personally. Generally backtested results are saved as a batch of variants following some naming convention as different symbols.
- jjmunro 2y agoSo, yes, separating the use-cases out... You would use some convention for naming and parametrising backtests, 'different' backtests would get stored separately. But once you start updating backtests, running them in a loop with changing data, that's when the time-travel feature starts to be useful.
- dnadler 2y agoYeah, that’s fair, and something you basically get for free. Also, hi James! :)
- jjmunro 2y agoIt's a primary use-case.