Backtesting is a way of analysing the potential performance of a trading strategy by applying it to sets of real-world, historical data. Backtesting relies on the idea that strategies which produced good results on past data will likely perform well in current and future market conditions.
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Associate QA Manager at HCL Technologies
Hi, I’m Ashwin. I am passionate about testing and applying this craft in stock markets.
Apart from the above items, it would be an amazing opportunity for you to:
Apart from the above items, it would be an amazing opportunity for you to:
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