November 2019
Beginner
394 pages
10h 31m
English
Content preview from Learn Algorithmic Trading
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Creating a Backtester in Python
By now, we know how to implement a trading strategy idea. We learned how to write the code to make it run in a trading system. The final step before going live with a trading strategy is backtesting. Whether you want to be more confident in the performance of your strategy or you want to show your managers how well your trading idea performs, you will have to use a backtester using a large amount of historical data.
In this chapter, you will learn how to create a backtester. You will improve your trading algorithm by running different scenarios with large amounts of data to validate the performance of your trading strategy. Once a model is implemented, it is necessary to test whether the trading robot behaves ...
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