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Thefmzinc
High-frequency backtest system based on each transaction and the defects of K-line backtest
Posted on June 16, 2020June 16, 2020

High-frequency backtest system based on each transaction and the defects of K-line backtest

When I wrote Research on Binance Futures Multi-currency Hedging Strategy, I also released a backtest engine. And the first report was based on the one-hour K-line… ( Read More )

Thefmzinc
FMZ simulation level backtest mechanism explanation
Posted on June 4, 2020June 4, 2020

FMZ simulation level backtest mechanism explanation

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… ( Read More )

Thefmzinc
5.4 Why do we need an off-sample test
Posted on May 10, 2019May 13, 2019

5.4 Why do we need an off-sample test

Summary In the previous section, we showed you how to read the strategy backtesting performance report by focusing on several important performance indicators. In fact,… ( Read More )

Thefmzinc
5.2 How to do quantitative trading backtesting
Posted on May 8, 2019May 13, 2019

5.2 How to do quantitative trading backtesting

Summary The significance and importance of backtesting is undoubted. When doing quantitative backtesting, the strategy should be placed in the historical environment as real and… ( Read More )

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