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


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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