• Contact
  • Register
    (If you're a human, don't change the following field)
    Your first name.
    (If you're a human, don't change the following field)
    Your first name.

    Enter your email above, then click "Sign Up" to join the STAC mail list and (optionally) register to access materials on the site. Click for terms.

Posted August 14, 2020 by John Ashley

BLASH or other algos

I think it would be more useful to the community to have a slightly more complex benchmark to test against. Whether that is BLASH as outlined but not implemented in the latest spec or something else is, I think, less of a concern. Thoughts? 

The STAC Backtesting Special Interest Group consists of end-user organizations and vendors with an interest in the engineering challenges associated with the backtesting of trading strategies.

Read more