Difference between revisions of "Backtesting"
m |
m |
||
| Line 11: | Line 11: | ||
** [[Finance & Accounting]] | ** [[Finance & Accounting]] | ||
** [[Stock Market Trading]] | ** [[Stock Market Trading]] | ||
| + | ** [[Meteorology]] | ||
| + | ** [[Seismology]] | ||
| + | ** [[Environmental Science]] | ||
| + | * [[Forecasting]] | ||
* [[Loop#Feedback Loop - Stock Market Predictions|Feedback Loop - Stock Market Predictions]] | * [[Loop#Feedback Loop - Stock Market Predictions|Feedback Loop - Stock Market Predictions]] | ||
* [http://aitopics.org/search?itok=IbyIb4mg&filters=concept-tagsRaw%3Abacktest Deep Learning for Forex Trading | AITopics -] [http://aaai.org/ The Association for the Advancement of Artificial Intelligence (AAAI)] | * [http://aitopics.org/search?itok=IbyIb4mg&filters=concept-tagsRaw%3Abacktest Deep Learning for Forex Trading | AITopics -] [http://aaai.org/ The Association for the Advancement of Artificial Intelligence (AAAI)] | ||
Revision as of 10:29, 30 September 2020
Youtube search... ...Google search
- Case Studies
- Forecasting
- Feedback Loop - Stock Market Predictions
- Deep Learning for Forex Trading | AITopics - The Association for the Advancement of Artificial Intelligence (AAAI)
- 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
|
|
|
|