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 ...

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 ...

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 ...

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 ...

Algorithmic trading strategies, pivotal in today's financial markets, must be built on solid statistical methods and a sound understanding of market dynamics. These strategies automate trading by ...

In the fast-paced world of financial markets, day trading has emerged as a popular strategy for those seeking to capitalize on short-term price movements. This article examines four powerful ...