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Quantitative Finance · Glossaire

Qu'est-ce que « Results store » ?

Definition 11.4 Research, Data and Risk Platforms · Chapitre 11 — Backtest-Engine Architecture

A results store keeps every backtest run with its manifest — level, strategy and engine code hashes, data hashes, parameters and seed — and its outputs (fills, events, P&L), under an identifier derived from the manifest, and answers queries over runs.

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