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Bin Ren – text2quant (S7E2)

Flirting with Models

CHAPTER

State of the Art Back Testing Engine

This chapter discusses the state of the art back testing engine built for SIG Tech, highlighting its unique features such as support for multiple types of assets and ability to handle different levels of abstractions. It also covers the concepts of instruments, strategies, and portfolios in a trading system, emphasizing the importance of composability. Additionally, it explores the coupling of the engine with data models and the design approaches in back testing engines.

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