Remote Data Mining And Management Job In Data Science And Analytics

Parallel backtesting with GPU

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I am looking for a jupyter notebook containing code for backtesting of standard moving average crossover strategy on GPU. The code needs to apply 1000 different values of long MA and short MA, i.e. a million possible combinations and return the combination of values that has highest Sharpe ratio and do so in least possible time taken using parallel computing.
About the recuiter
Member since Mar 14, 2020
Economics Assoc
from Bihar, India

Candidate shortlisted and hiredHiring open till - May 16, 2021

Work from Anywhere

40 hrs / week

Hourly Type

Remote Job

$19.47

Cost

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