Backtesting is a manual or systematic method of determining whether a trading strategy or concept has been profitable in the past. A trader can manually backtest a strategy or use backtesting software ...

A test-first EA playbook for 2026 works because it treats scalable trading as a sequence: backtests that respect margin and liquidation mechanics, robustness checks that reduce overfitting risk, and a ...

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 ...

AppLabs – As trading has become electronic, trading applications need to be reliable and effective; emphasizing more on the speed of delivery with peaks and troughs in demand. And the answer to these ...

Level2, an intuitive, fully visual platform, that simplifies strategy creation and automation for traders of all experience levels, today announced its partnership with Webull (NASDAQ: BULL), an ...

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 ...

Researchers from the Swiss National Bank have shown how a trading strategy that uses fine-tuned large language models (LLMs) to analyze sentiment in the foreign-exchange market could outperform ...

Demo trading accounts have become an essential tool for investors looking to develop their trading skills without risking real capital. Here's our pick.