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By asxiq on July 19, 2012
Using Excel as a backtesting engine part – III Part-I of this article series , which covers trading strategy development Part-II of this article series , which covers the basic concepts of backtesting perfromance summary parameters apart from high payoff ratio or a high profit factor trading pattern, here are few other concepts that need [...]
Posted in resources | Tagged backtesting |
By asxiq on July 18, 2012
Using Excel as a backtesting engine part – II Read Part-I of this article if you haven’t already read , where we developed a hypothetical strategy of ASX200 crossing below 200-Day Moving strategy using Excel Why Backtest a strategy ? quick answers to the question: to determine whether a theory or hypothetical construct is valid [...]
Posted in resources | Tagged backtesting, Backtesting Parameters |
By asxiq on July 17, 2012
Excel as a tool for back-testing the trading hypothesis. Why use Excel as a backteting engine ?? 1) As each of the commercially available back-testing platforms available out there have their own limitations and are not easy to customize to develop your own backtesting parameters 2) Unless otherwise you have a deep programming background, it is bit difficult , [...]
Posted in resources | Tagged backtesting |
By asxiq on December 14, 2011
Santa Claus Rally is coming ?? Investopedia defines ’Santa Claus Rally’ as A surge in the price of stocks that often occurs in the week between Christmas and New Year’s Day. There are numerous explanations for the Santa Claus Rally phenomenon, including tax considerations, happiness around Wall Street, people investing their Christmas bonuses and the [...]
Posted in investment research, quantitative trading, trading strategies | Tagged all ords, backtesting, Santa Claus, Santa Claus Rally, trading strategy, Wall Street |
By asxiq on November 9, 2011
Gap Trading Strategy Backtesting Results 9-Nov-2011 A popular trading tactic involves trading gaps. First, a gap according to investopedia is: A break between prices on a chart that occurs when the price of a stock makes a sharp move up or down with no trading occurring in between. Gaps can be created by factors such as [...]
Posted in quantitative trading, trading strategies | Tagged ASX AORD, backtesting, gap trading, GST, trading strategy |
By asxiq on November 4, 2011
inside day trading strategy on asx aord index An “inside day” is defined as a trading day whose range lies completely within the previous day’s range. More specifically, an inside day’s high is lower than the previous day’s high and its low is higher than the previous day’s low. For example “inside day pattern” is [...]
Posted in quantitative trading, trading strategies | Tagged ASX AORD, backtesting, inside day trading strategy, NOV, performance summary, trading strategy |
