I've been doing some digging, and this question has been asked many times in various forms over the years - Backtesting Options Strategies in R Are there any good tools for backtesting options ...
In the context of a backtesting engine, is it better to have strategy generate trade signals in the range from -1 to 1 or as exact predicted returns (e.g. -12% or 26%). The difference lies in how to ...
Looking at two BTC Exchanges i see one is following another with a ~3minutes delay. So the following one is correlated for 100%. a) Is there any name for a strategy that benefits from this? b) How ...
What do you think of refining and testing your trading strategy over the same 2 years? Is it good to do this, or is it not?