Home > Articles > Volume 38 (2020) > Chapter 5 (May 2020) > Stocks & Commodities V. 38:05 (17): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 38:05 (17): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 38:05 (17): Algo Q&A by Kevin J. Davey
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Algo Q&A by Kevin J. Davey

TRADING SIMULATIONS

Can you discuss the two ways to evaluate a strategy—real-money trading versus simulated trading?

I assume by the question that back-testing is not an option. This could be because the approach can’t really be backtested (possibly a strategy related to news events), or the trader is scared of backtesting and its many pitfalls (over-optimization, for example) ...




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