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by reisse 746 days ago
> your question implies that no such computations exist, or at least could be of interest, but that's self-evidently false

My questions implies the specific use case being discussed here. Backtesting is mostly about doing a lot of computations over the same data with different parameters, so you can prefetch data once and then iterate over it multiple times - the network penalty is paid only once.

1 comments

my experience is that you can often compute a conservative approximation to the signals you're looking for that's valid over a range of parameters, vastly decreasing the data you have to ship across the wire