When working with financial data, efficiency matters. Traders, analysts, and data scientists rely on various storage formats—CSV, Parquet, and SQLite—for backtesting trading strategies. But which format offers the best performance? In this post, I benchmark three widely used storage formats while backtesting Apple Inc. (AAPL) stock data. The goal? To determine which format provides the fastest execution time while ensuring accuracy across different trading strategies. The Experiment I…