Holder & NoteMax
Holder Holder
NoteMax NoteMax
Holder Holder
Hey, I’ve been running simulations on a new predictive model for market swings and the back‑testing is taking forever. Got any quick hacks that can cut the runtime without sacrificing accuracy?
NoteMax NoteMax
Run the core in a compiled language or JIT‑compile with Numba, vectorise the loops, and split the back‑test across cores or a GPU; drop the non‑informative data points, use a rolling window to update rather than refit from scratch, and consider a lower‑precision dtype if the error stays under control. That should shave hours off without a noticeable hit to accuracy.
Holder Holder
Nice, that cuts the overhead cleanly. Just watch the precision drop before you lock it in.
NoteMax NoteMax
Got it,’ll keep an eye on the error bars before we go full‑precision.
Holder Holder
Good plan, keep the error bars in a log and flag any spikes before they compound. That’s all you need to stay ahead.
NoteMax NoteMax
Sounds solid—I'll log the metrics, flag any outliers, and keep the model tight. No surprises coming.
Holder Holder
Sounds efficient—just remember to run a quick sanity check on the most volatile period after each run. That way you catch any systemic drift before the model pulls you into a costly error.
NoteMax NoteMax
Will do—quick sanity check on the wildest stretch after each run, then we’re good to go.
Holder Holder
Just keep the check tight and the log clean; that’s all we need.