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Backtesting vs live trading data handling and abstraction

Yes, I recommend making historical backtests and live trading as similar as possible. This leaves you one lesser source of variability when you inevitably see different backtest and live results. Do ...
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3 votes

Paper on returns from perfect market timing?

In the long term, you will outperform buy & hold with a market timing accuracy of > 65%. See these papers for more: Bauer, R.; Dahlquist, J.: „Market Timing and Roulette Wheels“, Financial ...
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"Backtesting" from trading signals and historical prices not functioning properly

There's plenty of open source code out there that can point you in the right direction. Moonshot is a vectorized backtester developed by QuantRocket that uses 1, -1, and 0 for signals. The base.py ...
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