Hi everyone,
What are the differences between vectorized and event-driven backtesting?
Which type do you use?
Is the difference important for non-HFT strategies like swing trading?
Which one is more realistic?
Any help is appreciated, thank you and I wish everyone profitable trades.
What are the differences between vectorized and event-driven backtesting?
Which type do you use?
Is the difference important for non-HFT strategies like swing trading?
Which one is more realistic?
Any help is appreciated, thank you and I wish everyone profitable trades.