Home > Articles > Volume 38 (2020) > Chapter 10 (October 2020) > Stocks & Commodities V. 38:10 (41): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 38:10 (41): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 38:10 (41): Algo Q&A by Kevin J. Davey
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Algo Q&A by Kevin J. Davey

WHERE BACKTESTING GOES WRONG

You have said that many backtests fail in real-time trading. What factors do you believe contribute to good backtests failing in the real world? Thanks!

One of the hardest things to understand with algo trading is the whole concept of backtesting, and its usefulness in live trading ...




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