今回はバックテストを行うためのpythonライブラリであるBacktesting.pyについて解説します。 ずっと前に公開した自前のバックテストコードではそろそろ物足りなくなってきたので最近はBacktesting.pyを使っています。 最初からこっちを使っていれば良かったん ...

TakeProfit Inc, operator of the cloud trading platform TakeProfit.com, today announced the release of a fully integrated, ...

暗号資産のことはよくわかってないのに、アドベントカレンダーに参加してしまいました。 Open in Colab で開くとお手元で実行できます。よければお試しください。 このような内容を書いてます。 CCXT からデータをフェッチ バックテスト用にデータ前処理 ...

In the constantly changing world of cryptocurrency trading, artificial intelligence (AI) has emerged as one of the strongest tools available to traders who demand data-informed decisions. But an AI ...

This paper provides practical recommendations for the validation of the backtesting process under the targeted review of internal models (TRIM). It advises on the introductory steps for validating the ...

This paper aims to reflect the current state of the discussion on the validation of market risk forecasts by means of backtesting. Due to the upcoming Fundamental Review of the Trading Book (FRTB), ...

Backtesting is an approach that allows you to test a trading strategy's potential future performance by applying that strategy to historical data. It allows you to understand how your trades might ...

Any trader can build a strategy. The real challenge is proving that it works, not just once, but across different market environments, volatility conditions, and timeframes. That’s where backtesting ...