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Parallelized Backtesting with foreach
ParallelR and the foreach function provide a simple mechanism to speed up "embarrassingly parallel" problems, even on modest hardware like a dual-core laptop. In many cases, with just a simple conversion from the for syntax to the foreach syntax you can get significant speedups without having to worry about many of the housekeeping details of setting up worker R sessions. And for the really big problems, you just need to change one line of code to move your job onto a distributed cluster or grid.