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Learn Algorithmic Trading
book

Learn Algorithmic Trading

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

Learning how to choose the correct assumptions

Backtesting is a required step for deploying trading strategies. We use the historical data stored in databases to reproduce the behavior of the trading strategy. The fundamental assumption is that any methodology that functioned in the past is probably going to function in the future. Any strategies that performed ineffectively in the past are probably going to perform inadequately in the future. This section investigates what applications are utilized in backtesting, what sort of information is obtained, and how to utilize them.

A backtester can be a for-loop or event-driven backtester system. It is always important to consider how much time you will spend in order to achieve higher accuracy. ...

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Publisher Resources

ISBN: 9781789348347