Oct. 8th, 2020 - Designing a Trading Strategy Simulator
This will be the third in a series of lectures on quant trading. Last week, we talked about how to measure risk-adjusted return in a consistent and comparable fashion. This week, we will talk about how to simulate the performance of a strategy, thus generating the equity curve against which we will measure risk-adjusted return.
A lot of the content of this presentation will come from my latest book, Algorithmic Trading with Python, which you can find on Amazon. Even if you have already read the book, I highly encourage you to attend, because you will probably have some of the best questions.
This event will be virtual, so we will be inviting people from all over the world.