November 2019
Beginner
394 pages
10h 31m
English
Content preview from Learn Algorithmic Trading
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Evaluating what the value of time is
As we saw in the previous parts of this chapter, backtester accuracy is critical when we build a trading strategy. The two main components creating discrepancies between the paper trading of your trading strategy and the actual performance are as follows:
- The market behavior that we face when the trading strategy goes live
- The trading system that you use to trade
We saw that the market impact can be medicated by making assumptions regarding the manner in which the market will respond. This part is very challenging because it is just based on assumptions. As regards the second cause of discrepancies, the trading system itself, we can find an easy solution. We will be able to use the trading system as ...
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