Portfolio Backtesting

Nautilus Trader portfolio backtest: twelve strategy instances (Keltner and mean reversion on six NSE stocks) sharing a cash book, portfolio and equity recorder actor, one cash account and Historify data

Introduction to Nautilus Trader Part 3: Portfolio and Multi-Strategy Backtesting with OpenAlgo Historify

Part 3: a six-stock portfolio and two strategies in one Nautilus Trader account, with OpenAlgo Historify data, and what diversification really...
Rajandran R
13 min read
Nautilus Trader architecture diagram: strategies, actors and execution algorithms on top of a message bus with data, risk and execution engines, portfolio, cache and clock, over a backtest simulated exchange or live venue adapters

Introduction to Nautilus Trader Part 1: Architecture and Event-Driven Backtesting with OpenAlgo

New to Nautilus Trader? Learn its event-driven architecture, how orders fill in a backtest, and how to backtest an NSE strategy...
Rajandran R
16 min read

Mastering VectorBT – Portfolio Backtesting and Rebalancing – Part 2 – Python Tutorial

Portfolio backtesting is a critical aspect of quantitative finance and trading strategy development. VectorBT is a Python library that stands out...
Rajandran R
5 min read

Things that Amibroker Can Do Which Tradingview Cannot

When it comes to trading and technical analysis, having the right tools at your disposal can make all the difference. Two...
Rajandran R
1 min read

How to do Portfolio Backtesting in Amibroker

Portfolio Trading (Trading with Multiple Stocks/Instruments) is the next big step in a traders life once he understand that he want...
Rajandran R
1 min read