Full examples of algorithmic trading for Bitcoin using order book imbalances computed with a deeper level inspired by some articles(reference link as follows). This ...

This paper presents a backtesting framework for a probability of default (PD) model, assuming that the latter is calibrated to both point-in-time (PIT) and through-the-cycle (TTC) levels. We claim ...

This framework is designed for developing high frequency trading and market making strategies. It focuses on accounting for both feed and order latencies, as well as the order queue position for order ...

With a wide range of markets to trade on our platforms, you’ll need a backtesting strategy that’s best suited for each asset class. Explore the benefits and risks of backtesting. Backtesting is a way ...

This work presents a theoretical and empirical evaluation of the Anderson–Darling test when the sample size is limited. The test can be used to backtest risk factor dynamics in the context of ...

“I have never seen a bad backtest” is an often stated criticism of backtesting that has a high degree of truth to it - many strategies launch with strong backtests yet do not pan out as intended. In ...

While it may be true, as told by the Roman poet, Horace, and quoted by Ben Graham and David Dodd in their front piece to Security Analysis, that "many shall be restored that are fallen…", it is also ...