An efficient implementation of the backtesting of trading strategies

Publisher:
Springer
Publication Type:
Conference Proceeding
Citation:
Parallel and Distributed Processing and Applications, 2005, pp. 126 - 131
Issue Date:
2005-01
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Some trading strategies are becoming more and more complicated and utilize a large amount of data, which makes the backtesting of these strategies very time consuming. This paper presents an efficient implementation of the backtesting of such a trading s
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