Difference between revisions of "Backtesting"
m |
m (Text replacement - "http:" to "https:") |
||
| Line 5: | Line 5: | ||
|description=Helpful resources for your journey with artificial intelligence; videos, articles, techniques, courses, profiles, and tools | |description=Helpful resources for your journey with artificial intelligence; videos, articles, techniques, courses, profiles, and tools | ||
}} | }} | ||
| − | [ | + | [https://www.youtube.com/results?search_query=~backtesting+artificial+intelligence+ai+deep+learning Youtube search...] |
| − | [ | + | [https://www.google.com/search?q=~backtesting+artificial+intelligence+ai+deep+learning ...Google search] |
* [[Case Studies]] | * [[Case Studies]] | ||
| Line 18: | Line 18: | ||
* [[Data Preprocessing#Time-Series Data|Time-Series Data]] | * [[Data Preprocessing#Time-Series Data|Time-Series Data]] | ||
* [[Loop#Feedback Loop - Stock Market Predictions|Feedback Loop - Stock Market Predictions]] | * [[Loop#Feedback Loop - Stock Market Predictions|Feedback Loop - Stock Market Predictions]] | ||
| − | * [ | + | * [https://aitopics.org/search?itok=IbyIb4mg&filters=concept-tagsRaw%3Abacktest Deep Learning for Forex Trading | AITopics -] [https://aaai.org/ The Association for the Advancement of Artificial Intelligence (AAAI)] |
| − | * [ | + | * [https://www.mdpi.com/2072-4292/9/9/932 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|forecasting]] ability of numerical models, a [[Data Preprocessing#Time-Series Data|sequential data]] assimilation scheme, nudging, was applied to blend remotely sensing high-frequency (HF) radar surface currents with results from a [[3D Model|three-dimensional numerical]], [https://www.epa.gov/ceam/environmental-fluid-dynamics-code-efdc-brochure EFDC (Environmental Fluid Dynamics Code)] model. |
| − | * [ | + | * [https://pypi.org/project/Backtesting/ pypi.org] ...Backtest trading strategies in [[Python]] |
| − | * [ | + | * [https://towardsdatascience.com/introduction-to-backtesting-trading-strategies-7afae611a35e Introduction to backtesting trading strategies | Eryk Lewinson] ...Learn how to build and backtest trading strategies using zipline |
| − | * [ | + | * [https://www.quantopian.com/posts/python-based-open-source-backtesting-frameworks Python-based Open Source Backtesting Frameworks | Epsilon] |
* Tools: | * Tools: | ||
| − | ** [ | + | ** [https://www.zipline.io/index.html Zipline] ...used in production as the backtesting and live-trading engine powering [https://www.quantopian.com/ Quantopian] – a free, community-centered, hosted platform for building and executing trading strategies. |
| − | ** [ | + | ** [https://qtpylib.io/docs/latest/index.html QTPyLib] ...[[Python]]ic Algorithmic Trading |
| − | ** [ | + | ** [https://kernc.github.io/backtesting.py/ Backtesting.py] ...Backtest trading strategies in [[Python]] |
| − | ** [ | + | ** [https://www.backtrader.com/ Backtrader] ...focus on writing reusable trading strategies, indicators and analyzers instead of having to spend time building infrastructure. |
| − | <b>Backtesting</b> 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|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|cross-validation]] applied to [[Data Preprocessing#Time-Series Data|time series data]]. ...In oceanography and [[Meteorology|meteorology]], backtesting is also known as <b>hindcasting</b>: 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. [ | + | <b>Backtesting</b> 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|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|cross-validation]] applied to [[Data Preprocessing#Time-Series Data|time series data]]. ...In oceanography and [[Meteorology|meteorology]], backtesting is also known as <b>hindcasting</b>: 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. [https://en.wikipedia.org/wiki/Backtesting Backtesting | Wikipedia] |
| − | <b>Retrodiction</b> (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. [ | + | <b>Retrodiction</b> (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. [https://en.wikipedia.org/wiki/Retrodiction Retrodiction | Wikipedia] |
| Line 49: | Line 49: | ||
<youtube>P8dqxcFjJfo</youtube> | <youtube>P8dqxcFjJfo</youtube> | ||
<b>What is BACKTESTING? What does BACKTESTING mean? BACKTESTING meaning, definition & explanation | <b>What is BACKTESTING? What does BACKTESTING mean? BACKTESTING meaning, definition & explanation | ||
| − | </b><br> | + | </b><br>https://www.theaudiopedia.com What is BACKTESTING? What does BACKTESTING mean? BACKTESTING meaning - BACKTESTING pronunciation - BACKTESTING definition - BACKTESTING explanation - How to pronounce BACKTESTING? Source: Wikipedia.org article, adapted under https://creativecommons.org/licenses/... license. 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; known or closely estimated inputs for past events are entered into the model to see how well the output matches the known results. |
|} | |} | ||
|}<!-- B --> | |}<!-- B --> | ||
| Line 58: | Line 58: | ||
<youtube>ipEZP1ghCLw</youtube> | <youtube>ipEZP1ghCLw</youtube> | ||
<b>What is Backtesting? | <b>What is Backtesting? | ||
| − | </b><br>Equities Lab What is backtesting? A backtest is simply the easiest way to verify how well your investment strategy has performed over the past X number of years. It doesn't indicate future performance, but it is a wonderful starting place when finding new companies to invest in. Website: | + | </b><br>Equities Lab What is backtesting? A backtest is simply the easiest way to verify how well your investment strategy has performed over the past X number of years. It doesn't indicate future performance, but it is a wonderful starting place when finding new companies to invest in. Website: https://equitieslab.com |
|} | |} | ||
|<!-- M --> | |<!-- M --> | ||
Revision as of 02:36, 28 March 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
|
|
|
|
