Backtesting is a crucial process in the development and evaluation of trading strategies. It involves testing a trading algorithm or investment strategy using historical market data (instead of simulated data) to assess its performance and potential profitability under different conditions.
Implementing backtesting algorithms in C++ provides the advantage of speed, efficiency, and portability, making it an excellent choice for handling large datasets and complex trading strategies. ...
Get Options and Derivatives Programming in C++23: Algorithms and Programming Techniques for the Financial Industry now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
Get Mark Richards’s Software Architecture Patterns ebook to better understand how to design components—and how they should interact.
Dive in for free with a 10-day trial of the O’Reilly learning platform—then explore all the other resources our members count on to build skills and solve problems every day.
Start your free trial Become a member now