Difference between revisions of "Backtesting"
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Revision as of 11:27, 16 April 2023
Youtube search... ...Google search
- Case Studies
- Forecasting
- Cross-Validation
- Time-Series Data
- Feedback Loop - Stock Market Predictions
- Deep Learning for Forex Trading | AITopics - The Association for the Advancement of Artificial Intelligence (AAAI)
- Hindcasting and Forecasting of Surface Flow Fields through Assimilating High Frequency Remotely Sensing Radar Data | Lei Ren and Michael Hartnett - MDPI In order to improve the forecasting ability of numerical models, a sequential data assimilation scheme, nudging, was applied to blend remotely sensing high-frequency (HF) radar surface currents with results from a three-dimensional numerical, EFDC (Environmental Fluid Dynamics Code) model.
- pypi.org ...Backtest trading strategies in Python
- Introduction to backtesting trading strategies | Eryk Lewinson ...Learn how to build and backtest trading strategies using zipline
- Python-based Open Source Backtesting Frameworks | Epsilon
- Tools:
- Zipline ...used in production as the backtesting and live-trading engine powering Quantopian – a free, community-centered, hosted platform for building and executing trading strategies.
- QTPyLib ...Pythonic Algorithmic Trading
- Backtesting.py ...Backtest trading strategies in Python
- Backtrader ...focus on writing reusable trading strategies, indicators and analyzers instead of having to spend time building infrastructure.
Backtesting is a term used in modeling to refer to testing a predictive model on historical data. Backtesting is a type of retrodiction, and a special type of cross-validation applied to previous time period(s). Backtesting is a term used in oceanography, meteorology and the financial industry to refer to testing a predictive model using existing historic data. Backtesting is a kind of retrodiction, and a special type of cross-validation applied to time series data. ...In oceanography and meteorology, backtesting is also known as hindcasting: a hindcast is a way of testing a mathematical model; researchers enter known or closely estimated inputs for past events into the model to see how well the output matches the known results. Hindcasting usually refers to a numerical-model integration of a historical period where no observations have been assimilated. This distinguishes a hindcast run from a reanalysis. Backtesting | Wikipedia
Retrodiction (also known as postdiction—although this should not be confused with the use of the term in criticisms of parapsychological research) is the act of making a "prediction" about the past. Retrodiction | Wikipedia
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