Hi Quantnet,

My current tasks is to backtest a 5 min bar trading strategy over 10 years. It uses regression and as expected, it's very slow. At 1 hour needed for a 1 asset 10 year result, it's obvious that I need more computational power. I have a few virtual machines at my disposal but they won't cut it.

Question: Are there any free cloud services where I can rent and backtest my strategies? Something like AWS and Azure. Emphasis is free. Scale is a priority here, so really I need like 100 free virtual machines to order to say that implementation is worth while.

Relatedly, have any of you wrote your own linear regression function that performs orders of magnitude faster than a library? I'm using accord-framework.net. I also believe third party libraries are already optimized to be fastest.

Donny

My current tasks is to backtest a 5 min bar trading strategy over 10 years. It uses regression and as expected, it's very slow. At 1 hour needed for a 1 asset 10 year result, it's obvious that I need more computational power. I have a few virtual machines at my disposal but they won't cut it.

Question: Are there any free cloud services where I can rent and backtest my strategies? Something like AWS and Azure. Emphasis is free. Scale is a priority here, so really I need like 100 free virtual machines to order to say that implementation is worth while.

Relatedly, have any of you wrote your own linear regression function that performs orders of magnitude faster than a library? I'm using accord-framework.net. I also believe third party libraries are already optimized to be fastest.

Donny

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