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ml-ai-agents-py/agents/backtesting.md
steinkirch.eth, phd 86fead31e9
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2023-04-06 10:02:24 -07:00

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strategy backtesting


  • use a simulator to test an inital version of the strategy against a set of historical data.
  • the simulator can take things such as order book liquidity, network latencies, fees, etc.