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Laboratoire de stratégie ou atelier de maître

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Natalie

Client, bbp_participant, sq-ultimate, 1 réponses.

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Il y a 6 mois #284055

J'ai commencé par le cours de stratégie en laboratoire, puis j'ai suivi le cours de la masterclass. Je suis curieux de savoir quel flux de travail suivre. Le laboratoire de stratégie semble être le plus récent, mais il n'inclut pas de matrice Walk Forward et ne comporte que deux tests Monte Carlo. J'ai eu du mal à faire en sorte qu'une stratégie réussisse tous les tests de robustesse dans le flux de travail du cours de la masterclass. Quel est le meilleur workflow pour commencer ?

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Galbert George

Client, bbp_participant, community, sq-ultimate, 5 réponses.

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Il y a 4 mois #284974

Just out of curiosity was the masterclass worth it

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Daniel

Abonné, bbp_participant, client, communauté, sq-ultimate, 12 réponses.

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Il y a 3 mois #285064

I got the masterclass two weeks ago, and I think it was absolutely worth it. In fact, I wish I bought it together with the license, it made a lot of things ‘click’ in my head, like how to properly use all the robustness tests in a correct manner. I did nottice that the development of the application goes faster then that they correct the masterclass videos. You can see that some videos where recorded with an older version of SQX. (Menu item names etc.) Then again, I bought for the knowledge to understand the how and why of all the robustness tests.

One protip, when using genetic evolution, play around with the amount of islands you use, I found out that when playing around with that number (default on 5) and monitoring your cpu usage, you get to a number of islands where (in my case 3 islands, with a AMD Ryzen 7 5700G 8C/16T), when you are building strategies, you can see that your cpu usage fluctuates between 95-100% percent instead of always flat at 100%. This sped up the process (strategy building) immensely. I got the feeling that when you use to much islands, you create a workload which might be to big for your cpu to handle efficiently, which creates queues inside of the application/OS, which makes internall processes have to wait for eachother which again, slows things down. This, or just buy the fasted AMD Threadripper your money can buy.

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