Comment on algoZ - An Introduction
commented on
19 Dec 2013, 05:52 PM
Hanan,
1 year of backtesting wouldn’t be sufficient as the sample size wouldn’t be large enough to make any statistical inference. I believe in developing black box trading systems to trade for myself and my system has been tested for 3 years(on Banknifty current month contract). I was looking for data before 2011 and wasn’t able to find it anywhere. If you can help me with it. I’d be grateful.