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Artículos generales sobre trading, no necesariamente relacionados sólo con StrategyQuant.
Suscríbase y reciba nuestro boletín semanal en su bandeja de entrada.
In recent months, we have introduced new comparison blocks, Crosses Above/Below Adaptive and IsGreater/IsLower Adaptive, on our codebase server. These advanced comparative blocks in trading strategies evaluate the historical performance …
Welcome to today’s blog post! We’re excited to dive into the new Is Greater/Is LowerAdaptive comparison block , an innovative extension of the previous range-based adaptive block. Additionally, we’ll introduce …
Adaptive trading systems are strategies designed to “learn” from historical market and asset data, enabling them to adjust their rules to align with new market dynamics. A self-adaptive or auto-adaptive …
In recent months, the sharing server and Strategy Quant X have both been updated with new snippets, which provides the ability to assess the robustness of strategies. We define “robustness” …
Rene is a seasoned trader and recently shared an insightful video on his channel about portfolio analysis and multi-strategy correlation. This is essential for traders managing multiple strategies within a …
In this blog post, we would like to share how to get 100% high-quality tick data for Metatrader 5, allowing you to backtest for over ten years—for free! This tutorial …