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 ...

Researchers from the Swiss National Bank (SNB) have shown how a trading strategy that uses fine-tuned large language models (LLMs) to analyse sentiment in the foreign exchange market could outperform ...

Trading futures can feel like navigating uncharted waters, but NinjaTrader offers a way to test your strategies without risking a dime. Paper trading on NinjaTrader provides a realistic, hands-on ...

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 ...

The trading industry is taking an increasingly quantitative approach to testing trading strategies and maintaining regulatory oversight, with several initiatives expected to hit the market in the ...

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 ...

For algorithmic trading or any kind of high frequency trading, having a solid, backtested trading strategy, complete with entry and exit signals and a risk management framework is key to success. Most ...

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 ...

Xlence introduces a new set of trading account types tailored to how traders learn, test and trade. The lineup includes the Essential Account, the Islamic Plus Account and the Cent Account. For ...