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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

Analytics on live trading strategies

Another solution to dealing with live trading performance deviating from the expected simulation performance is to have sophisticated analytics on live trading strategies. This is another way of saying that instead of relying completely on backtesting performance and behavior, you can also invest in adding enough intelligence and sophistication directly to live trading strategies to reduce the likelihood of simulation dislocations derailing an algorithmic trading business. This, again, is an imperfect approach to solving the problem, but can be a good alternative to help with limitations and errors in backtesters. The idea is to deploy trading strategies to live markets with very small exposure, collect ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content