One of the common methods of testing algorithmic trading is backtesting. Testing algorithmic trading requires continuous data flow such as LTP, LTQ and market depth. Here a simulator is used to ...

Options trading isn’t exactly a walk in the park. If you’re not careful, one bad trade can wipe out your portfolio faster than you can say “covered call.” That’s where virtual options trading ...

What Are Trading Exit Strategies? Trading exit strategies are the rules and methods you follow to close your trades at the right time and price. These strategies help protect your capital, lock in ...

Leveraged S&P 500 funds outperform during bull markets and recoveries, underperform during bear markets. Investing in leveraged S&P 500 funds, but only after a downturn, could result in market-beating ...

Backtesting is the process of applying a trading strategy to historical price data to see how it would have performed in the past. It allows traders to test their ideas and plans without using real ...

Algorithmic trading strategies, pivotal in today's financial markets, must be built on solid statistical methods and a sound understanding of market dynamics. These strategies automate trading by ...

IIT Madras graduate Raghav Talwar is tackling a major pain point in quantitative trading: the lengthy process of testing new datasets and strategies. With most small and mid-sized trading firms ...

Options trading is the buying and selling of options contracts in the market, usually on a public exchange. Options are often the next level of security that new investors learn about following their ...