Comment

Comment by dunster

It's both forward-testing and backward testing. The algos have been locked since submission - some were submitted as early as 1/15, all were submitted by 2/2. That makes it both an in-sample and out-of-sample test.

Yes, the Quantopian platform includes default commissions. It also includes default slippage. No model is perfect, of course, but this is a tool that's had a lot of development.

(I work at Quantopian)

parent dunster 11 years ago

No comments yet

Be the first to share your thoughts.

Live from the official Hacker News API

A modern reader for Hacker News · SvelteKit + Skeleton