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 ...

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 ...

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 ...

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 ...

New to day trading? Master the basics with 10 proven tips—choosing the right platform, managing risk, controlling emotions, ...

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 ...

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 ...

In the fast-paced world of financial markets, day trading has emerged as a popular strategy for those seeking to capitalize on short-term price movements. This article examines four powerful ...