FMZ Quantfmzquant.hashnode.devยทMay 21, 2024High frequency backtesting system based on transaction by transaction and defects of K-line backtestingI released a backtesting engine in the article "Study on Multi-currency Hedging Strategy of Binance Futures" (https://www.fmz.com/digest-topic/5584). And the first report is based on the one hour K-line backtesting, which verifies the effectiveness o...BacktestingAdd a thoughtful commentNo comments yetBe the first to start the conversation.
