Home > Articles > Volume 40 (2022) > Chapter 3 (March 2022) > Stocks & Commodities V. 40:03 (13, 20): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 40:03 (13, 20): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 40:03 (13, 20): Algo Q&A by Kevin J. Davey
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Algo Q&A by Kevin J. Davey

APPROACHES TO BACKTESTING

I’ve been algo trading futures for about three years, and I hear conflicting info about backtesting. Can you share your thoughts?

Backtesting is a very important part of algo trading. Although there are a lot of variations on how to do it, there are really four primary ways to test a strategy ...




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