O'Reilly logo

A Practical Guide to ETF Trading Systems by Anthony Garner

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Back-testing: Software

The aims of this chapter are–

  • To introduce high end back-testing software.
  • To introduce products that I have used in my own research and trading.
  • To outline some of the more important features you should look for in purchasing back-testing software.

The need for sophisticated software

Anyone seriously interested in rule-based trading should invest in a full featured and sophisticated back-testing engine.

A back-testing engine is a software application that runs simulations of trading rules over historic financial market data. It determines what trades would have been executed on the basis of those rules and what profit or loss would have resulted. If your proposed rules are such that you can describe them ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required