Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Create a system that tests trading strategies on financial market data, specifically for two - year Treasury futures ( ZT ) . You'll need to

Create a system that tests trading strategies on financial market data, specifically for two-year Treasury futures (ZT). You'll need to design a framework that:
1. Stores market data.
2. Stores trading orders
3. Tracks financial positions.
4. Create a trading strategy (abstract class)
5. Create a mean-reverting strategy
6. Build a backtesting engine
You will then use this system to test whether the trading strategy you choose can make a profit using historical data for a specific date.

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Investments

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

9th Edition

73530700, 978-0073530703

More Books

Students also viewed these Finance questions

Question

Is land allowed to be depreciated? Why or why not?

Answered: 1 week ago

Question

What background experience do you have?

Answered: 1 week ago