Backtesting and execution are such key parts of algorithmic trading so choosing the wrong platform can have a huge impact on our trading.
There are loads of trading platforms available and a lot of considerations which need to be made when choosing one that suits our needs, so in this episode we’ll be discussing backtesting and execution platforms with Nitesh Khandelwal, department head at QuantInsti who also co-founded iRageCapital and iRage Global Advisory Services.
After our chat on algorithmic trading platforms we also cover statistical arbitrage, high frequency trading and some interesting audience questions, so listen out for those.
- The 3 key components to an algorithmic trading platform and the basic questions you need to answer before choosing a trading platform
- Why backtesting and execution platforms should be separate
- Choosing a programming language and why python has become a popular choice in trading
- The benefits and drawbacks of using python in trading
- Statistical Arbitrage, how it came about and the benefits of the approach
- The primary risks of statistical arbitrage, especially during times of market stress and how they can be reduced
- The most important factor in stat arb trading
- Common mistakes traders make when building statistical arbitrage models
Resources mentioned in this episode
- To learn more about Quantinsti, checkout quantinsti.com
- Books mentioned in the show:
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17 April 2016