I don't know if this has already been addressed but I think it should speed up the training process significantly with higher core count CPU's and when GPU support is eventually included.
It may be beneficial to allow users to choose a certain amount of strategies to be processed in parallel. For example, in a databank of 100, a user may want 20 strategies at a time to be processed in parallel depending on their computer hardware specifications. Of course, the maximum would allow all strategies in the databank to be trained in parallel.