Lets talk validity of automated backtesting Meetup
Let’s talk about backtesting. I plan to have my own automated backtesting enginee implement soon as I work with a Matlab project I know of. I also talk to many 7-8 digit fund players who feel we should not even backtest or at most, put minimum amount of effort into it. I would like to talk to participants on:
1. How to do it? How much time is invested?
2. What specific metrics you use and data points looked at?
3. For what kind of market assets it works best for?
Please participate if interested.