Backtesting

Backtesting is the process of testing a trading strategy on historical market data to see how it would have performed under those trading conditions. Quantitative Developers and Analysts will use a market simulator (like CloudQuant) to evaluate the trading strategy. Key statistics that show performance are shown on the CloudQuant scorecard. Statistics include Sharpe Ratio, Calmar Ratio, Kelly Edge Percentages, Profit/Loss, Drawdown.

Backtesting Quantitative Algorithms on CloudQuant

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Backtest Homepage showing P&L and Sharpe

CloudQuant rolls out Upgrades to Free Stock Market Backtesting System

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CloudQuant, the trading strategy incubator, announces upgrades to our free stock market backtesting system. The web application allows any market enthusiasts to develop a trading strategy using easy to learn Python programming. Anyone who has ever written a spreadsheet macro or a simple program can easily use the system.
Backtest Research Life Cycle for Trading Strategies

Backtesting Trading Strategies

If you knew your trading strategy would work 50% of the time, would you commit your scarce savings to trade it? What if it worked 75% of the time? Backtesting gives one the confidence to know that your trading strategy will work.
85 Percent of Data is Unstructured

Is Crowdsourced Data Reliable?

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"Bring us your ideas and we will share the money with you,” agreed Morgan Slade, CEO of the crowdsourced algorithmic trading startup CloudQuant. “For us, engagement means breaking it down into a contractible problem."
RSI

Technical Analysis Library (TA-LIB) for Python Backtesting

Anyone who has ever worked on developing a trading strategy from scratch knows the huge amount of difficulty that is required to get your logic right. ... TA-LIB Turbo-Charges Your Research Loop: TA-Lib is widely used by quantitative researchers and software engineers developing automated trading systems and charts. This freely available tool allows you to gather information on over 200 stock market indicators.
data scientist researching trading strategies

Algos and Ethics - a response to a LinkedIn Post

Alessio Farhadi posted “A.I. Trading - A Question of Ethics” on LinkedIn. His main point is that machine learning and algos do not have ethics. ... Fairness to the industry requires that one should review the steps that have been taken by innovators, regulators, broker-dealers, and exchanges to mitigate any potential dangers of using computers and algorithms to trade.
Open, Close, High, Low

Share Ordering Demo using Market, Limit, and Midpoint Peg Orders

The CloudQuantAI github repository holds the share_ordering_demo tutorial/code that demonstrates ways to buy and sell stocks in the CloudQuant backtesting engine using Market, Limit, and Midpoint Peg Order types. There is no single "right way" to do any of these. You will have to think carefully about
Improved Breakout Strategy

Industry News: Machine Learning and Artificial Intelligence News November 13, 2017

AI & ML news covering: the creative process, improving skills, ETFs, Risk, Supervised Learning, RiskGenius, Robo Cops, Fears, NVidia, Quickbooks, SEC Edgar ...
Trading Strategy Scorecard from CloudQuant

52 Traders Interviews Morgan Slade

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The podcast on Massive 30,000 Trades Daily, High-Frequency Quant Trading with Morgan Slade including an interesting breakout trading strategy.
Machine Learning, Quantitative Investing News

Industry News: Machine Learning and Artificial Intelligence News 10/30/2017

AI and ML for CloudQuant, ArcaEx, Corporate earnings reports, Hedge Funds, Microsoft, Alexa, Saturday Night Live, the apocalypse, Elon Musk, and more ...
Crowdsourcing Algorithmic Research

​CloudQuant Is a Trade Strategy Incubator That's Looking to Develop and Fund Algorithm Traders

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A rising population of programmers, data scientists and mathematicians are now looking to write complex codes for automated investment strategies of their own. This is crowdsourced algorithmic trading.