System optimisation in python
Hello.. Wanted to ask you quant guys which libraries you use for system optimisation in python? Backtrader has built-in optimiser but it is by no means genetic optimiser... Just brute combo runner.
Hello.. Wanted to ask you quant guys which libraries you use for system optimisation in python? Backtrader has built-in optimiser but it is by no means genetic optimiser... Just brute combo runner.
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Research Analyst in Research - Other, pure crickets, that's where I come in. Any of these useful?
More suggestions...
I hope those threads give you a bit more insight.
Operations Research here, I pretty much use Gurobi for any convex/quadratic and conic optimizations. Gurobi works well and is fairly quick in getting to optimality. Also has nice built in functionality (linearizing non-linear constraints, for ex) to convert to an LP.
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