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The same Python backtest prints a different Sharpe ratio on a newer CPU #3
rdmitry0911
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Discussion of the TAKT note The same Python backtest prints a different Sharpe ratio on a newer CPU: https://taktcycles.com/notes/numpy-avx512-backtest.html
On AVX-512 CPUs numpy rounds about one log or exp in twenty differently, and the widely quoted way to switch that off stopped working in numpy 2.4.
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