Recent content by MoneyWeaver

Thanks - I'll take a look. I don't want to reinvent the wheel. Are there other specific timeseries functions that would be usefull for price series eg multiple source price comparison, gap tests, outlier testing, winsorizing, multiple price blending, price syncing, fair value recalculation...

I am only getting back into trading but I have built a number of trading infrastructure tools in the past to assist my trading and research. One of the smaller apps that I produced was a trader expert system which captured any trading strategy/setup/money and risk management processes you are...

Do you take time on validating and cleaning large scale historical data sets. If yes what software do you use?

I agree that some of the problems are probably down to poor backtesting practice and misunderstanding of what backtesting can and cannot do. But software that makes it dfficult to implement complex strategies, or does not provide support for portfolio level testing, money management, slippage...

The market is full of algorithm development, backtesting, optimization software solutions some better than others including no coding solutions. Anyone that has found something that works for them and is flexible enough to cover all their R&D requirements do not need to look any further. I am...

Base functionality might be strategy development, testing, optimization and performance metric reporting. I guess a trading strategy would be setup by configuring various strategy simulation parameters (eg trade management, stoploss/limit order formulas etc), selecting appropriate studies &...

Hey, I am trying to gauge interest in investment modeling/backtesting/optimization in order to possibly create a product that can solve them for my own use and possibly others. I would like to ask anyone that is interested a few questions about what you perceive as the biggest challenge you...