- ago
I just finished an Walk Forward Optimization run with the latest version of the SMAC optimizer.

I added a "runParallel" option to the SMAC optimizer (and the necessary code changes).
Now the WFO came down form the usual 6 hours to just 3 hours on my good old four-core PC - quite an improvement.

This will be available with the next build (Build 2) of finantic.Optimizers.

Here is the link: https://wealth-lab.com/extension/detail/finantic.Optimizer
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- ago
#1
Awesome Ive been waiting for a faster option for WFO!!
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