It's been a while since we've considered the event-driven backtester, which we began discussing in this article. In Part VI I described how to code a stand-in ExecutionHandler model that worked for a ...
We've spent the last couple of months on QuantStart backtesting various trading strategies utilising Python and pandas. The vectorised nature of pandas ensures that certain operations on large dataset...
About This Post The post is suitable for those who are beginning quantitative trading as well as those who have had some experience with the area. The post discusses the common pitfalls of backtesting...