STAC Backtesting Working Group
The STAC Backtesting Working Group consists of end-user organizations and vendors with an interest in the engineering challenges associated with the backtesting of trading strategies. Backtesting (using historical data to forecast the profitability of new algorithms and their parameters) is a highly parallel, data-intensive simulation workload that has a large impact on trading revenues at many firms.
The Working Group is working on benchmark specifications for technologies with potential to accelerate backtesting workloads. The Working Group may also invite speakers to present on topics of interest.
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