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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

Risk estimates

In the chapter on risk management, we use the backtester to quantify and measure the different risk measures in a trading strategy and trading strategy parameters to get a sense of what to expect before deploying to live markets. Again, this step requires an accurate backtester, and the lack of one will cause inaccuracies in measuring expected risk limits when strategies get deployed to live markets.

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Publisher Resources

ISBN: 9781789348347Supplemental Content