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Week 2 · Backtesting engine, reproducibility and hosting

Details

  • Date30.09.2026, 12:00
  • PlaceC619, FEI STU (on-site)
  • PresentArsen Labovich, Mykhailo Adamenko, Vladyslav Shudiehov, Bohdan Lynnyk, Tymur Tkach
  • Absent—

Agenda

  1. 1Team setup: presented the GitHub organization, the live website and how we work as a team
  2. 2Tool vision: discussed how the supervisor sees the tool
  3. 3Backtesting engine: discussed how to implement the engine
  4. 4Reproducibility: discussed reproducing the supervisor's experiments
  5. 5Hosting: discussed where to host the application

Decisions

  • D1Build our own backtesting engine instead of using QuantConnect. It will compute over the whole history at once (vectorised), rather than processing data candle by candle, to make it much faster.
  • D2Host the application ourselves with stage and production environments, rather than only running Docker on our laptops, to support team development.
  • D3First reproduce the supervisor's results on his data, then build on top of them.

Action items

  • Send examples of data, models and results for reproducibility (done: the models are in the research repository).Supervisor—
  • Show the first results at the next meeting on 7 October.Team07.10

Next meeting

07.10.2026, 12:00, C619