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Author Topic: StrategyQuant  (Read 30090 times)

Offline diyforexskills

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Re: StrategyQuant
« Reply #30 on: March 14, 2019, 07:43:19 AM »
Thank you for starting this thread.  I myself am interested in delving into Algo trading strategies and Strategy Quant as well as a few other providers have perked my interest.  I plan to study Algo trading first before I potentially purchase StrategyQuant, as I like to have a good base understanding of a subject before committing fully. 

I plan to read the book 'Algorithmic Trading and DMA: An introduction to direct access trading strategies' written by Barry Johnson which has been recommended to me as a good introduction to this field.

Does anyone know of any good books/articles about backtesting algo strategies? I am particularly interested in stress testing, i.e. monte carlo method and so forth?

Chris from coensio has posted recently on this. The whole approach to strategy development, not just the BT.

https://www.coensio.com/wp/simulated-forward-test/
Information and product page - http://www.diyforexskills.com/forex-tools/




Offline drunkfx

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  • Posts: 708
Re: StrategyQuant
« Reply #31 on: June 13, 2019, 07:04:05 AM »
Thank you for starting this thread.  I myself am interested in delving into Algo trading strategies and Strategy Quant as well as a few other providers have perked my interest.  I plan to study Algo trading first before I potentially purchase StrategyQuant, as I like to have a good base understanding of a subject before committing fully. 

I plan to read the book 'Algorithmic Trading and DMA: An introduction to direct access trading strategies' written by Barry Johnson which has been recommended to me as a good introduction to this field.

Does anyone know of any good books/articles about backtesting algo strategies? I am particularly interested in stress testing, i.e. monte carlo method and so forth?

Chris from coensio has posted recently on this. The whole approach to strategy development, not just the BT.

https://www.coensio.com/wp/simulated-forward-test/

You can also read Lutz "Programming in Python" and "Trading with Python" first book is comprehensive introduction into  Python language and second book reviews all popular methods for asset valuation like Fourier series, Black-and-Scholes with examples how to code them in Python.

 

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