4 ms·
Would be nice to see a standard academic platform for backtesting. Then, the paper could say "we submitted our implementation of this strategy to Backtest (whi
by dogruck 9y ago
Would be nice to see a standard academic platform for backtesting. Then, the paper could say "we submitted our implementation of this strategy to Backtest (which includes transaction costs and slippage)."
- sgt101 9y agoI think the pymc3 people have made something available