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Johnny started the discussion Anchored backtesting
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Johnny left a comment in the discussion From Research To Production: Kalman Filters and Pairs Trading
I think this is the correct link. Why is the backtest equity result so different from the research ?
Johnny left a comment in the discussion From Research To Production: Kalman Filters and Pairs Trading
The link above.
Johnny started the discussion Import price (future) data
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Johnny started the discussion Anchored backtesting
Hi all,
Johnny left a comment in the discussion Import price (future) data
Hi,
Johnny left a comment in the discussion From Research To Production: Kalman Filters and Pairs Trading
I think this is the correct link. Why is the backtest equity result so different from the research ?
Johnny left a comment in the discussion From Research To Production: Kalman Filters and Pairs Trading
The link above.
Johnny started the discussion Import price (future) data
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Johnny left a comment in the discussion Continuous Futures Support
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Johnny left a comment in the discussion Continuous Futures Support
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Johnny left a comment in the discussion Import price (future) data
After digging a bit in the class documentation, I found this , so it a property inherited from...
Johnny started the discussion Trading Technologies Brokerage (Coming Soon)/ Continuos future data
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Johnny started the discussion Library strategy errors
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Johnny started the discussion Boot camp lessons scrollin problem
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Johnny started the discussion Interactive Brokers combination orders
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Johnny left a comment in the discussion Import price (future) data
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1 years ago