I would like to share this,
Backtesting is my favorite part of Algo Trading, Without it it’s super-hard to create even okeyish strategies.
“why would you invest in something that you don’t know if it will work, only to realize after 6 months that the strategy is failing”
It so much so important, that If a strategy is not back tested, then it’s simply gambling
However it’s a in massive effort concept so much so that it would require a separate series for itself.
I will wait for majority students to show interest in this topic,
If interested, then definitely I will introduce you to the “
Heart of Algo Trading : Backtesting”
Note : reply to this post for me to record interested students.