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by dunster
4122 days ago
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It's both forward-testing and backward testing. The algos have been locked since submission - some were submitted as early as 1/15, all were submitted by 2/2. That makes it both an in-sample and out-of-sample test. Yes, the Quantopian platform includes default commissions. It also includes default slippage. No model is perfect, of course, but this is a tool that's had a lot of development. (I work at Quantopian) |
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