Home > Articles > Volume 41 (2023) > Chapter 11 (November 2023) > Stocks & Commodities V. 41:11 (37): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 41:11 (37): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 41:11 (37): Algo Q&A by Kevin J. Davey
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Algo Q&A by Kevin J. Davey

BACKTEST BLUES

I have written my own backtest code, I’m very happy with the backtest results but it doesn’t translate to live trading. What could be wrong?

Thanks for the question. There are many things that can go wrong in going from the backtest to live trading. I’ll try to highlight some of the major causes here ...




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