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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