Backtesting is a manual or systematic method of determining whether a trading strategy or concept has been profitable in the past. A trader can manually backtest a strategy or use backtesting software ...

One of the common methods of testing algorithmic trading is backtesting. Testing algorithmic trading requires continuous data flow such as LTP, LTQ and market depth. Here a simulator is used to ...

Level2, an intuitive, fully visual platform, that simplifies strategy creation and automation for traders of all experience levels, today announced its partnership with Webull (NASDAQ: BULL), an ...

1024EX is building infrastructure for prediction market onchain trading, focusing on transparent execution, verifiable ...

IIT Madras graduate Raghav Talwar is tackling a major pain point in quantitative trading: the lengthy process of testing new datasets and strategies. With most small and mid-sized trading firms ...

New Research Track Informed by Strategic Advisor Brian Ferdinand Bridges Quantitative Design and Real-World Trading ...

Quantitative trading relies on a data-driven approach using mathematical models to analyze market behavior. Instead of relying on instinct or opinion, it uses measurable signals based on statistics ...