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Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

Strategy performance in backtester versus live markets

In this section, let's first tackle a very common problem encountered by a lot of algorithmic trading participants that lack sophistication in their backtesters/simulators. Since backtesters are a cornerstone in building, analyzing, and comparing algorithmic trading strategies irrespective of position holding times, if backtested results are not realized in live trading markets, it's difficult to get off the ground or continue trading. Typically, the shorter the position holding period and the larger the trading sizes, the greater the chance that simulation results are different from results actually achieved in live trading markets. Backtesters are often the most complex software component ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content