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searching for Backtesting 16 found (33 total)

Automated trading system (2,914 words) [view diff] no match in snippet view article find links to article

An automated trading system (ATS), a subset of algorithmic trading, uses a computer program to create buy and sell orders and automatically submits the

Rising moving average (142 words) [view diff] exact match in snippet view article find links to article

commonly used by investors without realising, there has been significant backtesting on historic stock data to calculate the performance of the rising moving

Donchian channel (398 words) [view diff] exact match in snippet view article find links to article

desired by the investor. i.e.: day, hour, minute, ticks, etc. Extensive backtesting utilizing 360 years of exchange data and 4,887 test trades with the default

Ichimoku Kinkō Hyō (988 words) [view diff] exact match in snippet view article find links to article

visually compelling technique, albeit not without its criticisms. Rigorous backtesting conditions have revealed that Ichimoku tends to underperform the market

QuantConnect (669 words) [view diff] exact match in snippet view article find links to article

data and a cluster computer directly to engineers around the world, backtesting and building quantitative trading strategies across multiple markets

Currency adjustment factor (328 words) [view diff] exact match in snippet view article find links to article

original on Dec 1, 2023. "Automated Trading, Robust Risk Management, Backtesting and Optimization". Retrieved 2024-06-01. Court of Justice of the European

Quantiacs (419 words) [view diff] exact match in snippet view article find links to article

Matlab and Python until 2021. In 2021 it released a new version of its backtesting engine focused on Python. Users can work online or use a local version

Tit for tat (2,696 words) [view diff] exact match in snippet view article find links to article

"Guidelines for Building a Realistic Algorithmic Trading Market Simulator for Backtesting While Incorporating Market Impact: Agent-Based Strategies in Neural Network

Magic formula investing (1,638 words) [view diff] exact match in snippet view article find links to article

Business, 65(3–4), pp. 38–54. Gunnar Juliao de Paula, Alexander (2016) Backtesting the Magic Formula in the Brazilian Stock Market. Masters Thesis, University

Sell in May (674 words) [view diff] exact match in snippet view article find links to article

The magnitude of the difference is the same in both studies. Further backtesting by Mebane Faber found the effect as early as 1950. Look up sell in May

XVA (1,724 words) [view diff] exact match in snippet view article find links to article

Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting. Palgrave Macmillan. ISBN 978-1137494832. Dongsheng Lu (2015). The XVA

Ray Lucia (1,020 words) [view diff] exact match in snippet view article find links to article

been backtested during bear markets. The SEC contended that the only backtesting Lucia performed were some "calculations made in the late 1990s and two

Heikin-Ashi chart (886 words) [view diff] exact match in snippet view article find links to article

compared with using just raw market data and candlestick charts. Detailed backtesting of the Heikin-Ashi trading methodology using 12 years of data on each

Value investing (5,240 words) [view diff] exact match in snippet view article find links to article

Street is a classic guide to quantitative value investing, containing backtesting performance data of various quantitative value strategies and value factors

Quantopian (1,883 words) [view diff] exact match in snippet view article find links to article

technology were available under an open source license, in particular, their backtesting engine dubbed "Zipline." The uploaded algorithms of users remained the

E-values (6,530 words) [view diff] exact match in snippet view article find links to article

Society, Series B. Wang, Qiuqi; Wang, Ruodu; Ziegel, Johanna (2022). "E-backtesting". SSRN Electronic Journal. doi:10.2139/ssrn.4206997. ISSN 1556-5068.