Search Results for "strategy"

...The CI infrastructure for automated performance testing of the Julia language is not in this package but can be found in Nanosoldier.jl. Our story begins with two packages, "Benchmarks" and "BenchmarkTrackers". The Benchmarks package implemented an execution strategy for collecting and summarizing individual benchmark results, while BenchmarkTrackers implemented a framework for organizing, running, and determining regressions of groups of benchmarks. Under the hood, BenchmarkTrackers relied on Benchmarks for actual benchmark execution.

...You can choose to mix loss functions natively found in this package and those you provide. In such cases, you optimize over a sum of different objectives (e.g. ML + Ridge). This strategy also applies to gradients, where you may supply analytic gradients or opt for automatic differentiation or mixed analytical and automatic differentiation. You may consider using this package if you need extensibility and/or speed, and if you want to extend SEM.

Gaius.jl is a multi-threaded BLAS-like library using a divide-and-conquer strategy to parallelism, and built on top of the fantastic LoopVectorization.jl. Gaius spawns threads using Julia's depth-first parallel task runtime and so Gaius's routines may be fearlessly nested inside multi-threaded Julia programs. Gaius is not stable or well-tested. Only use it if you're adventurous.

Transducers are transformations of "sequence" of input that can be composed very efficiently. The interface used by transducers naturally describes a wide range of processes that is expressible as a succession of steps. Furthermore, transducers can be defined without specifying the details of the input and output (collections, streams, channels, etc.) and therefore achieves a full reusability. Transducers are introduced by Rich Hickey, the creator of the Clojure language. His Strange Loop...

Strategems is a Julia package aimed at simplifying and streamlining the process of developing, testing, and optimizing algorithmic/systematic trading strategies. This package is inspired in large part by the quantstrat1,2 package in R, adopting a similar general structure to the building blocks that make up a strategy. Given the highly iterative nature of event-driven trading strategy development, Julia's high-performance design (particularly in the context of loops) and straightforward syntax would seem to make it a natural fit as a language for systematic strategy research and development. While this package remains early in development, with time the hope is to be able to rapidly implement a trading idea, construct a historical backtest, analyze its results, optimize over a given parameter set, and visualize all of this with great detail.