Why we need to limit the time to process the strategy ?
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Hi, I wonder why we need to limit the time to process our model (e.g the ML, DL should not exceed 10 minutes for both training and evaluation, models for crypto trading are not allowed to surpass 5 minutes ...) ?
Can you give me the justification for its necessity when employ/deploy these models in the real-world trading scenarios ?
Thanks,
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@multi_byte-wildebeest Hi, there are always limitations in a real-world scenario. Here we are running a contest on US stocks only, however imagine to trade assets worldwide. Then you have to take care of different timezones, and once US markets close, you have some hours to generate trading positions for (let us say) Australian markets.
If a ML model takes days to take a decision, that is unusable.
The limitations in place are per point-in-time, it means that for each "pass" the system should take no more than 5 or 10 minutes.
In practice we have also other limitations, because when many systems are in our queue, it can take very long to process all of them.
