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by paddy_m
6395 days ago
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I'm the CTO of a startup named QuantRunner Software, where we write backtesting software, (beta coming this month) http://quantrunner.com . I found the article interesting, but it leaves out some important details such as 1. Why did he decide to enter into this strategy at 10:45 am on October 15th?
2. What would the outcome of the same strategy have been if it was left running for the next month, for the past year, for the past 10 years. I'm curious. Questions about how the backtest was run. 1.How do you get your data?
2.you seem to have written an excel spreadsheet to run the backtest, what's going on with that? How did you design it? For other people on HN, does anyone here use backtesting tools? What do you think of the existing software you use? |
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