Quantitative strategies always have parameters. Even in the trivial case we need to have at least one condition to enter and to exit a position — and in most cases such a condition will be based on a parameter: for example, “if price is greater than this value”, or “if this indicator is less than...Read More

In this article we will discuss one of the most important and surprisingly most overlooked step in building a trading system – regardless of the kind of market it is developed for. Backtesting is the process of simulating trades caused by rules of the trading system on past (historical) data. All the process of developing...Read More