AI (Reinforcement learning) Driven Back testing- RLBT
Traditionally, Back testing is a data based approach to decision making. Backtesting offers Research analysts, traders, and investors a way to evaluate and optimize their trading strategies and model portfolios before implementing them. This is done by using historical data, backtest the model to see whether it would have worked in the past. By comparing the predicted results of the model against the actual historical results, backtesting can determine whether the model has predictive value. This is where we, in essence, put your trading strategies and model portfolios into a time machine (i.e.
Jul-23-2018, 00:36:05 GMT