Quantitative backtesting refers to generating historical transactions of trading strategies based on historical market data, so as to evaluate the historical performance of trading strategies. At present, there are more and more analysis software and trading strategies on the Internet. At first glance, the results of backtesting are very beautiful, and profits of several hundred percent are very common.
However, this income performance may be overestimated. Friends who don't know the truth only find out that the reality is cruel when they buy it and use it for themselves. The author here suggests that everyone should maintain a dubious and cautious attitude before seeing the strategy code with their own eyes, because the benefits of the strategy can be artificially made. And the strategy to really make money must be a strategy developed by oneself and build self-confidence. This is why I want to introduce the method of making quantitative trading strategies. It is better to teach people how to fish than to teach people how to fish.
In addition, there are often trading strategies written by individuals, and the backtesting effect is perfect, but the real offer may not perform well. In order to avoid overestimating the performance of the strategy during the backtesting process, we need to consider how to write the backtesting program and how to construct the trading strategy. For example, some quantitative trading software directly cooperates with third parties to obtain data and data through the python interface, which is very convenient. .