Wolfram Screencast & Video Gallery

This page requires that JavaScript be enabled in your browser.
Learn how »

Backtesting Trading Strategies

Backtesting trading strategies using historical data can help investors to determine how profitable one's trading strategy could be. In this talk, Anmol Bajracharya discusses how to construct trading strategies using financial indicators and backtest them using time series processing functions.

Was this video helpful?

Channels: Technology Conference

SORT BY: Latest | A-Z
1311 videos match your search.
Asymptotic Expansions25:59
Devendra Kapadia, Adam Strzebonski
Hands-on End-to-End Machine Learning Project (Workshop)56:01
Etienne Bernard, Timothee Verdier
Mathematics of Series with the Symbolic Computing Package27:37
Youngjoo Chung
Geometric Modeling23:07
Yan Zhuang
Problem Solving in Geometry24:20
Jaebum Jung
Spatial Point Data Analysis23:32
Gosia Konwerska
Financial Time Series Processing19:17
Anmol Bajracharya
Spatial Point Data Modeling26:07
Eduardo Serna
Limits Unlimited23:19
Devendra Kapadia, Adam Strzebonski
Developing and Implementing a Technology Plan for Education16:30
Edward Conjura
System Modeler in Education50:01
Jan Brugard, Patrik Ekenberg
Mechanical systems with Varying Mass: Buqouy's Problem22:23
Jan Riha, Pavla Sretrova
Computational Public Relations: What Is Possible When we Apply Computation Everywhere?27:33
Swede White
Neuroscience in the
Wolfram Language27:52
Keiko Hirayama
Food in the Wolfram Language III25:54
Andrew Steinacher
The Equation of State for Water IAPWS-95 Programmed in Mathematica 11.127:11
Mario-Cesar Suarez-Arriaga
Beyond the Black Hole
Horizon with Mathematica26:41
Max Coplan
What's New in Chemistry
in the Wolfram Language24:04
Jason Biggs
Mod Lex: Modelling
Early Lexical Development27:30
Francisco Lacerda
Finite Elements28:41
Paritosh Mokhasi