Discover how backtesting works in trading, its benefits, limitations, and why it's essential for evaluating strategy ...

Despite the success stories that flood social media, experts caution against jumping in too quickly. For anyone scrolling ...

These characteristics make TSLA an ideal candidate for testing trend-following strategies. The aim is to capture large price ...

Effective testing of an algorithmic trading strategy requires quality data (tick by tick broadcast data (touchline) or market picture data) to be made available to the market simulator.

The authors of the SNB working paper, Daniele Ballinari and Jessica Maly, suggest that by fine-tuning LLMs to better understand the jargon of FX markets, trading strategies can be created based on the ...

AppLabs, with its wide spread experience in this arena, has conceptualized certain strategies to help clients in addressing all the risks related to performance testing of trading applications.

AInvest offers several AI-powered stock screeners and lets individuals apply additional parameters. It's one of the app's ...

Backtesting is the process of applying a trading strategy to historical price data to see how it would have performed in the past.

IIT Madras graduate Raghav Talwar is tackling a major pain point in quantitative trading: the lengthy process of testing new datasets and strategies. With most small and mid-sized trading firms ...