Backtesting is a manual or systematic method of determining whether a trading strategy or concept has been profitable in the past. A trader can manually backtest a strategy or use backtesting software ...

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 ...

Comprehensive structured tick history data might provide great value in terms of ideation, building and testing trading strategies. Let’s explore the indicative equilibrium price (IEP) during the ...

Futures trading used to be reserved for institutions and professional traders; after all, it's known for being fast-paced, complicated and hard to access. But times are changing, and that's no longer ...

The financial market has witnessed an increasing volume of algorithmic trading, especially as various AI techniques are emerging. Today most transactions in financial markets are executed by automated ...

1024EX is building infrastructure for prediction market onchain trading, focusing on transparent execution, verifiable ...

In the rapidly evolving world of trading, having access to reliable insights and expert strategies can be the difference between success and failure. Enter “Get My Next Trade Free,” a powerful service ...

AI trading is the use of artificial intelligence (AI) in the trading process to analyze market data, get investment ideas, and build portfolios. The use of AI in trading has revolutionized the ...