Vectorized Backtesting with vectorbt Overview vectorbt is a Python library for vectorized backtesting — running strategy simulations using NumPy/pandas array operations instead of bar-by-bar loops. This makes it 100–1000x faster than event-driven frameworks (backtrader, zipline), enabling parameter optimization across thousands of combinations in seconds. Key strengths: - Blazing speed via NumPy vectorization - Built-in parameter grid search and optimization - 50+ built-in performance metrics (Sharpe, Sortino, Calmar, max drawdown, profit factor) - Rich plotting (equity curves, drawdowns, tra…