Abstract: Python has become the programming language of choice for research and industry projects related to data science, machine learning, and deep learning. Since optimization is an inherent part ...

"Backtesting took a whole day," or "I have to manually re-enter parameters every time I change currency pairs"—have you ever had experiences like these? As an engineer, I use data to verify standard ...

“I’m interested in automated FX trading, but I don’t really know how to do backtesting,” or “Isn’t it impossible if you can’t program?”—I imagine quite a few of you feel this way. To give you the ...

Abstract: Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain ...

Every investor has a moment when a brilliant idea pops into their head and they’re suddenly convinced they’ve cracked the market’s secret code. But ideas are cheap, and markets are not, so the real ...

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 ...

A comprehensive Python-based backtesting framework for quantitative trading strategies with advanced indicators, optimization tools, and visualization capabilities. Backtest_Suite/ ├── src/ │ ├── data ...

A C++ event-driven backtesting and execution-research engine built around one question: how much of a backtest's profit is real, and how much is an artifact of ignoring market microstructure? Most ...

When backtesting a portfolio strategy, you have to decide how far back to look. Should you use all available data, stretching back decades? Or should you just look at the last few years? There are ...

Robbie has been an avid gamer for well over 20 years. During that time, he's watched countless franchises rise and fall. He's a big RPG fan but dabbles in a little bit of everything. Writing about ...