[Experiment] Including taxes dropped the backtest to -4.2% annual return. But the cause was 'how taxes were applied' — Comparing by including loss offsetting and c…

When you have an AI write a backtest, unless you ask, taxes are usually not included. When I added 'deduct about 20% when a ...

The Shocking Truth Revealed by Backtesting an Evolved AI Automated Trading Bot for '10 Months from January'. The Trap of Winter Time and the Optimal Solution for …

Hello! This is an FX automated trading development log co-created with an AI gal đŸ¤–âœ¨In the previous article, building on the ...
GitHub

Central bank decision backtest notebooks (Python)

Jupyter notebooks: how currency pairs react to central bank interest rate decisions, an event study. - Interest-Rate-Decision/notebooks ...
Risk

It’s complicated: why backtesting is so challenging, but so important

Hiroshi Tanase, executive director of product analysis and design at S&P Global Market Intelligence, explores why, with the implementation of phase five of uncleared margin rules last September and ...
India Infoline

How to Backtest a Trading Strategy?

Traders can trade efficiently when they quantify risk and return for their strategy. Analyzing the history and predicting the future behaviour of a trading strategy is at the core of backtesting. It ...