How to collect data for backtesting your trading strategies
Decoding financial data for systematic trading: from market, fundamental and alternative data to setting up your own data store
Hello everyone, hope you're doing well. In our previous discussion, we explored getting ideas for trading strategies and leveraging research papers on SSRN, complemented by relevant annotations via Kili and GPT-4 to extract trading rules and a prototype implementation.
The next crucial step is to validate these strategies, which requires rigorous backtes…