Backtest architecture The FMZ platform backtest program is a complete control process, and the program is polling non-stop according to a certain frequency. The data returned by each market and tradin...
In this article we will make use of the machinery we introduced to carry out research on an actual strategy, namely the Moving Average Crossover on AAPL. Moving Average Crossover Strategy The Moving A...
In this article I want to introduce you to the methods by which I myself identify profitable algorithmic trading strategies. Our goal today is to understand in detail how to find, evaluate and select ...
In the first article on successful backtesting we discussed statistical and behavioural biases that affect our backtest performance. We also discussed software packages for backtesting, including Exce...
This article continues the series on quantitative trading, which started with the Beginner's Guide and Strategy Identification. Both of these longer, more involved articles have been very popular so I...
Value at Risk (VaR) for Algorithmic Trading Risk Management Estimating the risk of loss to an algorithmic trading strategy, or portfolio of strategies, is of extreme importance for long-term capital g...
When carrying out an algorithmic trading strategy it is tempting to consider the annualised return as the most useful performance metric. However, there are many flaws with using this measure in isola...
Algorithmic trading is usually perceived as a complex area for beginners to get to grips with. It covers a wide range of disciplines, with certain aspects requiring a significant degree of mathematica...
Originally From : https://www.quantinsti.com/blog/learn-algorithmic-trading With the boom in technological advancements in trading and financial market applications, algorithmic trading and high-frequ...
The term “stock exchange” tends to conjure up images of a room crowded with men in suits – one hand pressing phone firmly to ear, the other waving furiously in the air. And once upon a time thos...