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024 – Trading Think Tank 02 – Battle of the Back-Testers

The Algorithmic Advantage

CHAPTER

Challenges and Innovations in Trading Backtesting

This chapter focuses on the capabilities and limitations of Zipline Reloaded, an open-source backtesting platform for algorithmic trading. It explores data handling issues, particularly with multi-asset backtests and managing outlier data, while proposing future enhancements like integrating Arctic DB. The discussion also emphasizes the importance of visual mapping and non-traditional statistical methods for assessing trading models and improving user experience.

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