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 effect to high-frequency trading, which requires ...
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 simulation strategy signal tri...
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...