How an idea is tested
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It is written down first
The market, the signal, the entry and exit times and the result that would disprove the idea are fixed before any return is calculated.
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It is developed on part of the history
The rule is built on one stretch of past prices. Every variation tried is counted against the result, so a lucky version is not mistaken for a real one.
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It is judged on the rest
The remaining history is held back until the rule is frozen. A rule that fails there is recorded as failed, and the record stays even if the idea is later revised.
What is built.
A backtesting engine in Python that models orders, fills and trading costs for futures, including contract rolls, tick sizes and exchange session times.
Data pipelines and a research record covering equity index, currency, interest-rate, energy, metals and agricultural futures, and crypto markets.
A report for every test, a second, independent engine that replays the same trades as a check on execution, and adapters that connect a finished rule to trading platforms. Costs and account rules are applied only after a rule has passed.
HQR Technologies is a private research practice.
It does not manage money for anyone else, take investors or give investment advice, and nothing on this page is an offer of any kind. For questions about the research or the software, write to admin@hqrtechnologies.com.
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