rebalance daily/weekly/monthly with 5000+symbols and 100+ factors

[algoqt]

my strategy want to screen entire market symbos with 100+ indcators base on top N % OR bottom Y%，or gt x_value or lt y_value，want to use vector way for fast backtesing , the indcator calculating with lots rolling windodws (some with dynamic windows size or params), it is possiable backtesting this kind of strategy using vectorbt?

this may load data OHLC data into dataframe with fundametal factor like pe/ps, and then calculate RSI/MACD/momentum.... fators, then cross sectional rank some of the factors ,

is this kind of strategy can using vectorbt?