Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Results store?

Definition 11.4 Research, Data and Risk Platforms · Hoofdstuk 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.

Lees in het hoofdstuk →