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...
What is Tick? For example, transaction data can be imagined as a river, and Tick is the data of a section of the river. The finest granularity of domestic futures is twice per second. In other words, ...