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Show HN: Quantblocks - Backtest your trading strategies
quantblocks.com
This is kind of neat. It would be even better if it let you work with the returns of each stock, rather than just with the price. In my experience most technical strategies work better, and are more stable, when they work with data in return space rather than price space.
Looks cool, can I ask where you sourced the historical data from?
Earlier quoted context omitted.
We're using Xignite's API right now. It's super-simple to integrate with.
Why did you choose that over something like Yahoo! Finance or Google?
If an a posteriori probability distribution is a good fit for historical events, it doesn't mean in any way it is going to fit future data points. It may or may not.
Hence, use backtesting with care while trading.
A cautionary note on backtesting (ie, assessing how trading strategies would have performed over a historical period in time). If an a posteriori probability distribution is a good fit for historical events, it doesn't mean in any way it is going to fit future data points. It may or may not. Hence, use backtesting with care while trading.