Introduction to Algorithmic Trading 1: Backtesting – Tradimo

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Summary

• Archive: http://archive.is/uKrtU Backtesting is the process of feeding historical data to an automated trading strategy and see how it would have performed.

• We will study various common backtest performance metrics.

• Backtest performance can easily be made unrealistic and un-predictive of future returns due to a long list of pitfalls, which will be examined in this course.

• The choice of a software platform for backtesting is also important, and criteria for this choice will be discussed.

• Illustrative examples are drawn from a futures strategy and a stock portfolio trading strategy.Upon completion, students will be able to backtest their own strategies, and use that to decide whether to trade them live.This is a pre-recorded workshop conducted by Ernest Chan (www.epchan.com).

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