cvxportfolio icon indicating copy to clipboard operation
cvxportfolio copied to clipboard

Noticeable Speed Loss Per Discrete Time Interval With Minutely Data

Open ghost opened this issue 6 years ago • 0 comments

I successfully ran your Jupyter notebook examples using the daily Quandl data and was impressed with the speed; however, when I insert e.g., minutely data, the speed per minute with minutely data is much, much slower than the speed per day with daily data. The difference is ca x20 times larger. How can this be rectified?

ghost avatar Dec 27 '18 09:12 ghost