Question: Develop a complete framework which implements the below backtesting functions on the two - year Treasury Future data for a given date and strategy: -
Develop a complete framework which implements the below backtesting functions on the twoyear Treasury Future data for a given date and strategy:
Store market data
Store trade order details
Keep track of positions
Create a trading strategyabstract class
Create a meanreverting strategy
Build a backtesting engine
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
