spectre
Unverified Other strategy on Multi by Heerozh. BotFinder score 18 out of 100.
GPU-accelerated Factors analysis library and Backtester
Source: github
BotFinder analysis pending.
spectre
||spectre spectre is a GPU-accelerated Parallel quantitative trading library, focused on performance. Fast GPU Factor Engine, see below Benchmarks Pure python code, based on PyTorch, so it can integrate DL model very smoothly. Compatible with alphalens and pyfolio Python 3.7+, PyTorch 1.3+, Pandas 1.0+ recommended Installation Dependencies: Benchmarks My Machine: - i9-7900X @ 3.30GHz, 20 Cores - DDR4 3800MHz - 3090: GIGABYTE GeForce RTX 3090 GAMING OC 24G - 2080Ti: RTX 2080Ti Founders Running on Quandl 5 years, 3196 Assets, total 3,637,344 bars. | | spectre (CUDA/3090) | spectre (CUDA/2080Ti) | spectre (CPU) | zipline.pipeline | |----------------|-------------------------------|-------------------------------|----------------------------|-----------------------| |SMA(100) | 87.9 ms ± 3.35 ms (33.9x) | 144 ms ± 974 µs (20.7x) | 2.68 s ± 36.1 ms (1.11x) | 2.98 s ± 14.4 ms (1x) | |EMA(50) win=229 | 166 ms ± 3.25 ms (50.5x) | 270 ms ± 1.89 ms (31.0x) | 4.37 s ± 46.4 ms (1.74x) | 8.38 s ± 56.8 ms (1x) | |(MACD+RSI+STOCHF).rank.zscore | 184 ms ± 7.83 ms (77.7x) | 282 ms ± 1.33 ms (50.7x) |
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