用于投资策略定义的回测Web应用程序的开发

Antonio Sarasa-Cabezuelo
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引用次数: 0

摘要

回溯测试是一套技术,旨在根据历史数据评估交易策略,以便在将其应用于实时市场之前验证其有效性。这需要处理来自不同时期的大量数据,并对它们应用不同的模拟技术。一般来说,由于必须评估和维护的数据量、所需的计算资源以及为了使用这些技术需要对这些技术有深刻的概念理解等原因,这些类型的工具不是很流行。本文介绍了一个web应用程序,该应用程序实现了一组回溯测试功能,允许评估不同的交易策略,管理投资组合,表示模拟结果,并优化股票投资组合,所有这些功能都来自一个直观和可视化的界面,使该领域的新投资者可以访问这些技术。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Development of a Backtesting Web Application for the Definition of Investment Strategies
Backtesting represents a set of techniques that aim to evaluate trading strategies on historical data in order to verify their effectiveness before applying them to a market in real time. This requires processing large amounts of data from different periods and applying different simulation techniques to them. In general, these types of tools are not very popular for reasons such as the amount of data that must be evaluated and maintained, the computational resources that are required, and the need to have a deep conceptual understanding of these techniques in order to use them. This article presents a web application that implements a set of backtesting functionalities that allow evaluating different trading strategies, managing portfolios, representing the results of simulations, and optimizing a stock portfolio, all from an intuitive and visual interface that makes these techniques accessible to new investors in this field.
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