One of the common methods of testing algorithmic trading is backtesting. Testing algorithmic trading requires continuous data flow such as LTP, LTQ and market depth. Here a simulator is used to ...

New Research Track Informed by Strategic Advisor Brian Ferdinand Bridges Quantitative Design and Real-World Trading ...

Options trading isn’t exactly a walk in the park. If you’re not careful, one bad trade can wipe out your portfolio faster than you can say “covered call.” That’s where virtual options trading ...

Backtesting is the process of applying a trading strategy to historical price data to see how it would have performed in the past. It allows traders to test their ideas and plans without using real ...

IIT Madras graduate Raghav Talwar is tackling a major pain point in quantitative trading: the lengthy process of testing new datasets and strategies. With most small and mid-sized trading firms ...

Leveraged S&P 500 funds outperform during bull markets and recoveries, underperform during bear markets. Investing in leveraged S&P 500 funds, but only after a downturn, could result in market-beating ...

Algorithmic trading strategies, pivotal in today's financial markets, must be built on solid statistical methods and a sound understanding of market dynamics. These strategies automate trading by ...

See how Langraph powers a multi-agent stock sim with configurable rounds and models, helping you compare trade plans without ...