Backtesting

Backtesting is the process of testing a trading strategy on historical market data to see how it would have performed under those trading conditions. Quantitative Developers and Analysts will use a market simulator (like CloudQuant) to evaluate the trading strategy. Key statistics that show performance are shown on the CloudQuant scorecard. Statistics include Sharpe Ratio, Calmar Ratio, Kelly Edge Percentages, Profit/Loss, Drawdown.

Backtesting Quantitative Algorithms on CloudQuant

Posts

bulls and bears

SMB Quant Video 1 - Developing a Model

Jeff Holden develops algo trading models at SMB Capital in New York. He utilizes CloudQuant extensively during his research and development process. In this video he details his process for developing an idea into a model.
AdobeStock_156702375

SMB Quant Video 2 - Democratization of Trading - CloudQuant

In video two of SMB's new Quant series Paul Tunney discusses why you should use CloudQuant to develop an algorithmic trading model.
Trading strategies require thought

Conversations: Recommendations to Someone Starting out at CloudQuant

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The CloudQuant team discusses their helpful thoughts for beginners on CloudQuant. We want to boost everyone starting out on our platform in their algo development and backtesting. Everyone in our company uses the CloudQuant website and coding platform in one way or another. We all use our own application, just like the crowd researchers. When we say that our free backtesting tools are "institutional grade" we really mean it. Every algo we run in our trading and investment strategies is proven in the same backtesting engine as the crowd uses. We rely on the scorecards, the reports, and the simulated trades to ensure that our trading is successful.
$QQQ ETH spreads wider than RTH spreads

US Stock Market pre-market and post-market bid ask spreads are different that regular trading hours

Regular Trading Hours in the US Stock Market is 9:30 a.m. - 4:00 p.m. Trading can happen in the pre-market hours (4:00 a.m. - 9:30 a.m. ET) and in the After Hours market (4:00 p.m. - 8:00 p.m.). The free historical market data in CloudQuant allows you to examine the spread data and the differences between sessions.
Trevor Trinkino Quantitative Trader

Machine Learning FXCM Webinar with Trevor Trinkino of CloudQuant - Part 2/3

On May 15th Trevor Trinkino presented part two of a three-part Machine Learning webinar with FXCM. Part one is here. Part 2  - Preprocess data for Random Forest. PnL and prediciton improvements... In part two Trevor goes over…
Trading Algorithms on CloudQuant

CloudQuant releases new version of free Algorithmic Strategy Backtesting Tools

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The latest version of our Trading Strategy Incubator's free algorithmic development and backtesting tools adds improved Graphical Analysis of Algorithmic Trading Strategies.
Backtest Homepage showing P&L and Sharpe

CloudQuant rolls out Upgrades to Free Stock Market Backtesting System

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CloudQuant, the trading strategy incubator, announces upgrades to our free stock market backtesting system. The web application allows any market enthusiasts to develop a trading strategy using easy to learn Python programming. Anyone who has ever written a spreadsheet macro or a simple program can easily use the system.
Backtest Research Life Cycle for Trading Strategies

Backtesting Trading Strategies

If you knew your trading strategy would work 50% of the time, would you commit your scarce savings to trade it? What if it worked 75% of the time? Backtesting gives one the confidence to know that your trading strategy will work.
85 Percent of Data is Unstructured

Is Crowdsourced Data Reliable?

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"Bring us your ideas and we will share the money with you,” agreed Morgan Slade, CEO of the crowdsourced algorithmic trading startup CloudQuant. “For us, engagement means breaking it down into a contractible problem."
RSI

Technical Analysis Library (TA-LIB) for Python Backtesting

Anyone who has ever worked on developing a trading strategy from scratch knows the huge amount of difficulty that is required to get your logic right. ... TA-LIB Turbo-Charges Your Research Loop: TA-Lib is widely used by quantitative researchers and software engineers developing automated trading systems and charts. This freely available tool allows you to gather information on over 200 stock market indicators.