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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

Choice of strategies for deployment

When we have a pool of different possible trading strategies, different trading signal combinations, and different trading parameters, typically, we use the backester to build a portfolio of strategies to deploy to live markets in a way that minimizes risk for the entire portfolio. This step relies on having a good backtester, the lack of which causes live trading strategy portfolios to perform poorly and take more risk than historical simulations would have you believe.

Again, since a good backtester is at the core of this step, without it, live trading strategies and portfolios do not perform as expected. When backtesters vary in their deviations from live trading results for different trading strategies ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content