STAC Backtesting SIG

The STAC Backtesting Special Interest Group consists of end-user organizations and vendors with an interest in the engineering challenges associated with the backtesting of trading strategies. Backtesting (using historical data to forecast the profitability of new algorithms and their parameters) is a highly parallel, data-intensive simulation workload that has a large impact on trading revenues at many firms.

The SIG is working on benchmark specifications for technologies with potential to accelerate backtesting workloads. The SIG may also invite speakers to present on topics of interest.

See this FAQ for eligibility requirements and other details.

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