Results 141 to 150 of about 513 (158)
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2016
In this chapter, we will use the data and functions established thus far to build a backtester to simulate the results of trading with a given strategy. We will run our simulator with a few example strategies. We will introduce many practical trading considerations as we construct sample strategies.
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In this chapter, we will use the data and functions established thus far to build a backtester to simulate the results of trading with a given strategy. We will run our simulator with a few example strategies. We will introduce many practical trading considerations as we construct sample strategies.
openaire +1 more source
Backtesting Correlated Quantities
SSRN Electronic Journal, 2023Nikolai Nowaczyk, Vladimir Piterbarg
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