Stocks & Commodities V. 41:11 (37): Algo Q&A by Kevin J. Davey

Algo Q&A by Kevin J. Davey

BACKTEST BLUES

I have written my own backtest code, Im very happy with the backtest results but it doesnt translate to live trading. What could be wrong?

Thanks for the question. There are many things that can go wrong in going from the backtest to live trading. Ill try to highlight some of the major causes here ...