In the previous article, we introduced cross-exchange "brick moving" arbitrage. In this article, we will take a deep look at how to apply the Lead-Lag… ( Read More )
5.1 The meaning and trap of backtesting
Summary Backtesting is the most different place between quantitative trading and traditional trading. According to the real market data that has happened in history, the… ( Read More )
Successful Backtesting of Algorithmic Trading Strategies - Part II
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,… ( Read More )