Back to Basics Part 3: Backtesting in Algorithmic Trading

  This is the final post in our 3-part Back to Basics series. You may be interested in checking out the other posts in this series: Part 1: An Introduction to Algorithmic Trading Part 2: How to Succeed at Algorithmic Trading We’ve also compiled this series into an eBook which you can download for free …

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Back to Basics Part 2 – Succesful Algorithmic Trading

This is the second post in our 3-part Back to Basics series on successful algorithmic trading. You may be interested in checking out the other posts in this series: Part 1: An Introduction to Algorithmic Trading Part 3: Backtesting in Algorithmic Trading There is a lot of information about algorithmic and quantitative trading in the public …

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Intro to Algorithmic Trading – An Algorithmic Trading System

This is the first post in our 3-part Back to Basics series which serve as an introduction to algorithmic trading. You may be interested in checking out the other posts in this series: Part 2: How to Succeed at Algorithmic Trading Part 3: Backtesting in Algorithmic Trading This is the first in a series of posts in …

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The Financial Hacker’s Cold Blood Index

This post builds on work done by jcl over at his blog, The Financial Hacker. He proposes the Cold Blood Index as a means of objectively deciding whether to continue trading a system through a drawdown. I was recently looking for a solution like this and actually settled on a modification of jcl’s second example, where an allowance …

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