100x Faster Backtesting
GPU-accelerated desktop app with VRAM-resident optimization. Monte Carlo validation and intelligent parameter search for robust strategies.
Why VectorAlpha Backtester?
GPU Optimized
VRAM-resident execution with zero-copy optimization. Process millions of parameter combinations in seconds.
Robust Validation
Monte Carlo analysis and cross-fit validation ensure your strategies aren't overfitted to historical data.
Desktop Native
Rust + Tauri desktop app with native performance. Your data never leaves your machine.
Technical Architecture
How It Works
- • VRAM-resident execution keeps data on GPU for zero-copy operations
- • Parallel kernels test thousands of parameter combinations simultaneously
- • Monte Carlo engine runs 10K+ simulations for robustness testing
- • Genetic optimizer intelligently searches parameter space
System Requirements
Performance Benchmarks
Industry-leading backtesting performance at any scale
Test Environment
Batch Backtesting Performance
10,000 BacktestsPerformance Scaling
| Dataset Size | VectorBT | VA CPU | VA GPU | GPU Speedup |
|---|---|---|---|---|
| 10K candles | 15ms | 1.5ms | 0.5ms | 30x |
| 100K candles | 150ms | 15ms | 1.5ms | 100x |
| 1M candles | 1500ms | 150ms | 3ms | 500x |
| 10M candles | 15s | 1.5s | 21ms | 714x |
GPU advantage increases with dataset size due to parallelization efficiency
Benchmark Methodology
Run These Benchmarks
Fair Comparison Notes
- ✓ VectorBT with numba compilation enabled
- ✓ Median of 100 runs, excluding compilation
- ✓ GPU times include memory transfer
- ✓ CPU tests use all available cores
Key Features
Monte Carlo Analysis
Test strategy robustness with 10K+ simulations
Random parameter variations reveal strategy weaknesses and edge cases
Cross Validation
K-fold validation prevents overfitting
Walk-forward analysis ensures strategies work on unseen data
VRAM Resident
Zero-copy GPU memory execution
Keep entire datasets in GPU memory for instant access
Smart Optimization
Genetic algorithms for parameter search
Intelligently explore parameter space without exhaustive testing
Risk Metrics
Sharpe ratio, max drawdown, more
Comprehensive risk analysis with 20+ performance metrics
Desktop Native
Private, secure, your machine only
No cloud uploads, no subscriptions, complete data privacy
Built For
Strategy Development
Test and optimize trading strategies with instant feedback
Risk Management
Validate strategies across different market conditions
Portfolio Optimization
Find optimal parameters for multi-asset strategies
Quick Start
Ready to Backtest at Light Speed?
Join thousands of traders using GPU acceleration for robust strategy development and validation