今回はバックテストを行うためのpythonライブラリであるBacktesting.pyについて解説します。 ずっと前に公開した自前のバックテストコードではそろそろ物足りなくなってきたので最近はBacktesting.pyを使っています。 最初からこっちを使っていれば良かったん ...

前回は公式ドキュメントのサンプルコードを実行して、グーグルの株価でドテン売買した場合どうなるかを確認しました。 今回はpandas-datareaderというのを使って任意の株価、為替レートを取得してみます。 まずはpipでインストール。 pip install pandas-datareader ...

In the constantly changing world of cryptocurrency trading, artificial intelligence (AI) has emerged as one of the strongest tools available to traders who demand data-informed decisions. But an AI ...

Backtesting is an essential part of the trading and investment process as it reveals how a strategy would perform under real-market conditions. It enables traders and analysts to assess, through ...

Yet behind all of that movement, the traders who stay consistent tend to follow a structured approach. They test ideas, assess risks, and look for evidence long before placing a live order. That’s ...

This paper aims to reflect the current state of the discussion on the validation of market risk forecasts by means of backtesting. Due to the upcoming Fundamental Review of the Trading Book (FRTB), ...

This paper provides practical recommendations for the validation of the backtesting process under the targeted review of internal models (TRIM). It advises on the introductory steps for validating the ...