This is a summary of links featured on Quantocracy on Friday, 10/22/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Building a Raspberry Pi Cluster for QSTrader using SLURM – Part 1 [Quant Start]When carrying out systematic trading strategy research one of the main steps is to optimise a collection of strategy parameters to maximise or minimise some objective function. A simple example would be optimising the lookback parameters of the 'fast' and 'slow' moving averages in a trend following system to maximise the strategy's historical Sharpe ratio. Each variation