Optimization of backtesting techniques in automated high frequency trading systems using the d-Backtest PS method

D. Th. Vezeris, C.J. Schinas, Th.S. Kyrgos, V.A. Bizergianidou, I.P. Karkanis

Year of publication:	2020
Authors:	Vezeris, D. Th. ; Schinas, C. J. ; Kyrgos, Th. S. ; Bizergianidou, V. A. ; Karkanis, I. P.
Subject:	d-Backtest PS method \| Optimal historical data period selection \| Backtesting optimization algorithms \| Expert backtesting systems \| MACD \| SMA \| PIVOT \| Forex \| Exchange rates (AUDUSD, EURUSD, GBPUSD, USDCAD, USDJPY) \| Metals (XAUUSD) \| Theorie \| Theory \| Wechselkurs \| Exchange rate \| Mathematische Optimierung \| Mathematical programming \| Elektronisches Handelssystem \| Electronic trading \| Algorithmus \| Algorithm \| Finanzanalyse \| Financial analysis \| Statistischer Test \| Statistical test \| Prognoseverfahren \| Forecasting model

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1007/s10614-019-09956-1 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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