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Backtesting – FX publish
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HFT strategies and business models. Backtesting is the research process of applying a trading strategy idea to historical data in order to ascertain past performance. In particular, a backtester makes no guarantee about the future performance of the strategy. They are however an essential component of the strategy pipeline research process, allowing strategies to be filtered out before being placed into production. Types of backtesting systems. A good trading simulation must:. Allow unlimited flexibility...
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FXpublish - FXpublish
Saturday, 08 August 2015. The debate over Lewis’s. Is generating more informed commentary than the book itself. One thing that is emerging in the debate is the identity of the main contending parties: HFT vs. the Buy Side, mainly big institutional traders. One of the criticisms of HFT is that it engages in various strategies to attempt to ferret out institutional order flows, which upsets the buy side. But the issue is not nearly so clearcut as the buy side would have you believe. The main issue is that ...
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