Stock Backtesting Engine Using Pairs Trading

Chauhan, Ranjit Singh; Nistor, Marian Sorin; Bein, Doina; Pickl, Stefan; Bein, Wolfgang

doi:10.1007/978-3-030-97652-1_30

Cited by 2 publications

(2 citation statements)

References 0 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Therefore, online trading has become very popular in the last couple of years because of easy and convenience method of trading. Looking with other similar studies, so far many companies are left through online trading to meet the needs and demands of investors and permitting them to trade when they want and how they want (Chauhan et al 2022). Thus, it is important factors to consider the methods of training for its effectiveness.…”

Section: Trading Prospects In Nepalese Stock Marketmentioning

confidence: 99%

“…This enables a trading mechanism in which investors can place orders and confirm transactions via an electronic communication channel Internet, mobile phones, and so on. Web-based stock trading has become a very popular method, and internet stock brokers with specialized websites offer convenient trades trading; however, there is much he or she should learn, and there are precautions to be taken (Chauhan et al, 2022). To address the historical context within NEPSE, this paper investigates issues in the online trading system of NEPSE among NOTS users, considering the nearly two years since the implementation of NOTS and the introduction of the NEPSE Trade Management System (TMS) Uniform Resource Locator (URL) gateway following the onset of the COVID-19 pandemic (Vaidya, 2021).…”

Section: Introductionmentioning

confidence: 99%

See 1 more Smart Citation

Prospects of Trade Management System (TMS) in Nepalese Stock Market: Evidence from Structural Equation Modelling

Mahat,

Devkota,

Dhakal

et al. 2022

Econ J Dev Issues

View full text Add to dashboard Cite

This paper attempts to get opinions from the TMS users about its performance along with its main barriers in Nepalese stock market. Signaling theory and explanatory research design are adopted to seek causal relationship amongst online stock traders in Kathmandu valley. Following convenient sampling technique, 316 TMS users were interviewed with structured questionnaire; where data collection is done by using Kobo Toolbox. Structural Equation Modelling (SEM) is used to see the prospects of Trade Management System amongst TMS users using SPSS and SPSS AMOS software. Findings indicate that volume signals and online trading are significant causal relationship to investment behavior of TMS users in Kathmandu Valley which support Signaling Theory. Therefore, online trading would emerge as a more reliable investment platform and will provide large-scale investment possibilities in Nepalese stock market.

show abstract

Section: Trading Prospects In Nepalese Stock Marketmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

Prospects of Trade Management System (TMS) in Nepalese Stock Market: Evidence from Structural Equation Modelling

Mahat,

Devkota,

Dhakal

et al. 2022

Econ J Dev Issues

View full text Add to dashboard Cite

show abstract

Development of a Backtesting Web Application for the Definition of Investment Strategies

Sarasa-Cabezuelo

2023

Knowledge

View full text Add to dashboard Cite

Backtesting represents a set of techniques that aim to evaluate trading strategies on historical data in order to verify their effectiveness before applying them to a market in real time. This requires processing large amounts of data from different periods and applying different simulation techniques to them. In general, these types of tools are not very popular for reasons such as the amount of data that must be evaluated and maintained, the computational resources that are required, and the need to have a deep conceptual understanding of these techniques in order to use them. This article presents a web application that implements a set of backtesting functionalities that allow evaluating different trading strategies, managing portfolios, representing the results of simulations, and optimizing a stock portfolio, all from an intuitive and visual interface that makes these techniques accessible to new investors in this field.

show abstract

Stock Backtesting Engine Using Pairs Trading

Cited by 2 publications

References 0 publications

Prospects of Trade Management System (TMS) in Nepalese Stock Market: Evidence from Structural Equation Modelling

Prospects of Trade Management System (TMS) in Nepalese Stock Market: Evidence from Structural Equation Modelling

Development of a Backtesting Web Application for the Definition of Investment Strategies

Contact Info

Product

Resources

About