![]() ![]() We will also consider how to make the backtesting process more realistic by including the idiosyncrasies of a trading exchange. In subsequent articles we will look at the details of strategy implementations that are often barely mentioned or ignored. Next I will present a comparison of the various available backtesting software options. Then I will elucidate upon the biases we touched upon in the Beginner's Guide to Quantitative Trading. What will we discuss in this section? I'll begin by defining backtesting and then I will describe the basics of how it is carried out. I couldn't hope to cover all of those topics in one article, so I'm going to split them into two or three smaller pieces. Both of these longer, more involved articles have been very popular so I'll continue in this vein and provide detail on the topic of strategy backtesting.Īlgorithmic backtesting requires knowledge of many areas, including psychology, mathematics, statistics, software development and market/exchange microstructure. ![]() This article continues the series on quantitative trading, which started with the Beginner's Guide and Strategy Identification.
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