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backtesting

Excellent Article on How to Choose a Trading latform for Backtesting and Automated Execution

Excellent Article on How to Choose a Trading latform for Backtesting and Automated Execution This is a very good article to get a good overview. http://www.quantstart.com/articles/Choosing-a-Platform-for-Backtesting-and-Automated-Execution Thanks to the NYC COntact for this Join my FREE newsletter how I plan to execute these various options NOTE I now post my TRADING ALERTS into my personal …

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For Python user: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

An interesting discussion of development IDEs for Python resulted here. In Python: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM – See more at: https://quantlabs.net/blog/2014/02/in-python-backtesting-an-intraday-mean-reversion-pairs-strategy-between-spy-and-iwm/#sthash.3tKiMKPE.dpuf It resulted in this: An interesting take on Matlab vs Python with Entropy foe a quant research trading model or algo – See more at: https://quantlabs.net/blog/2014/02/an-interesting-take-on-matlab-vs-python-with-entropy-foe-a-quant-research-trading-model-or-algo/#sthash.A8aMzhLY.dpuf Rithmic …

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In Python: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

From the NYC Contact so thanks to him: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM http://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM Join our latest newsletter to see how we do stuff like this NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos …

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Does anyone find Continuous Futures Contracts for Backtesting Purposes in Python useful?

Does anyone find Continuous Futures Contracts for Backtesting Purposes in Python useful? Let me know what you think: http://www.quantstart.com/articles/Continuous-Futures-Contracts-for-Backtesting-Purposes Thanks to the NYC contact for submitting this. Find out how we plan to implement SOMETHING like this NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I …

Does anyone find Continuous Futures Contracts for Backtesting Purposes in Python useful? Read More »

Quant tips on backtesting a moving average crossover in Python, forecasting SP500, and general a probabilistic programming video

Quant tips on backtesting a moving average crossover in Python, forecasting SP500, and general a probabilistic programming video Here are some tips sent over from my NYC Contact so thanks to him for sending as usual http://www.quantstart.com/articles/Backtesting-a-Moving-Average-Crossover-in-Python-with-pandas http://www.quantstart.com/articles/Backtesting-a-Forecasting-Strategy-for-the-SP500-in-Python-with-pandas http://blog.quantopian.com/probabilistic-programming-quant-finance/ Will we ever develop in Python? Who knows but join our FREE newsletter to learn if …

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For Quant Trader Open Source Research Backtesting Environments in Python with pandas

For Quant Trader Open Source Research Backtesting Environments in Python with pandas Once again, my NYC contact blows my mind with some amazing links.  Thanks to him. This is another great source. For me Python is a complex topic as it is just another language to work with. Do I really need to do it? …

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Here is the IAQF Trading Historical Backtesting Talk Summary for a quant model and strategy

Here is the IAQF Trading Historical Backtesting Talk Summary for a quant model and strategy   – Hold-Out Data Testing is insufficient – 100% Overfitting is where your model will model only the sample space instead of the thing you are trying to model. – Overfitting is a % of bias in your test data …

Here is the IAQF Trading Historical Backtesting Talk Summary for a quant model and strategy Read More »

For my quant members, I just answered questions on backtesting, IQFeed, Interactive Brokers, Excel and VBA

For my quant members, I just answered questions on backtesting, IQFeed, Interactive Brokers, Excel and VBA I did this for QuantLabs.Net Premium Members. Join here to get access Also, you could always join my FREE newsletter to learn more. I am no longer being as accessible due to my crunched time now. All priority goes …

For my quant members, I just answered questions on backtesting, IQFeed, Interactive Brokers, Excel and VBA Read More »

Prepping for tonites workshop event on IQFeed real time capture, analytics, and backtesting for quant with HFT potential

Prepping for tonites workshop event on IQFeed real time capture, analytics, and backtesting for quant with HFT potential This will be last presentation of it ever. I have done this numerous time and noting has changed in the years. There will be secret sauce stuff presented. Join me for other tips through my FREE newsletter …

Prepping for tonites workshop event on IQFeed real time capture, analytics, and backtesting for quant with HFT potential Read More »

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