Backtesting is a vital process in the development and validation of trading strategies. It involves applying a trading strategy to historical market data to evaluate how it would have performed in the past. By simulating trades using past data, traders and analysts can assess the strategy’s effectiveness, identify potential weaknesses, and make necessary adjustments before deploying it in live markets. This process helps ensure that the strategy is robust and capable of delivering consistent results, thereby reducing the risk of unexpected losses and enhancing overall trading performance.
kdb Insights Enterprise – Backtesting
In this demo, we will build and configure a Backtesting solution on kdb Insights Enterprise.
