Backtesting A Trading Strategy
Backtesting is a tool to measure the performance of a trading strategy using historical data. The backtesting process consists of three parts: 1. determining the universe of securities where we will invest in (e.g. equity or fixed income? US or emerging markets?); 2. gathering historical data for the universe of securities; and 3. implementing a trading strategy using the historical data collected.
Visit on https://quant-trading.blog.
- How To Scrape S&P Constituents Tickers Using Python
- How To Retrieve S&P Constituents Historical Data Using Python
- How to Backtest A Mean-reverting Trading Strategy Using Python
You will need to install:
- Dino de Castro - Initial work - [DinodC] (https://github.com/DinodC)