Case Study / Trading & Finance
Turning multi-hour backtests into a strategy-iteration loop
A trading & finance client
A quant desk's historical simulation was too slow to support same-day strategy iteration.
48 minutes
Full historical backtest runtime
was 6.2 hours
5+
Strategy iterations per day
was 1
Challenge
Backtests against years of tick-level data were CPU-clock-speed bound, and the desk's shared compute was tuned for core count, not single-thread performance.
Approach
We deployed high-clock-speed compute nodes with local NVMe scratch storage, backed by tested, automated backup so the desk never had to choose between speed and data safety.
Infrastructure Deployed
“We can test an idea and know by lunch whether it holds up.”