Quantcast
Channel: Market Calls
Viewing all articles
Browse latest Browse all 2070

Comparision of Event Driven Backtesting Vs Vectorized Backtesting

$
0
0

Welcome to the crucial topic of backtesting methodologies for system traders: event-driven vs. vectorized backtesting. If you're starting to learn about system trading, understanding these two approaches is essential. They are not just methods but the foundation that will shape how you develop, test, and implement your trading strategies. Let's get into the details of each, highlighting popular trading platforms and Python libraries like TradingView, Amibroker, NinjaTrader, Backtrader, Zipline, QuantConnect Lean, and VectorBT.

The post Comparision of Event Driven Backtesting Vs Vectorized Backtesting appeared first on Marketcalls.


Viewing all articles
Browse latest Browse all 2070

Trending Articles