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Re: Ar, Garch Models

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#2028
Ryu
Member

Vigeen,

For Q1, which example are you referring to? Could you give the link or citation?

For backtesting in AlgoQuant, you will need to follow these steps:

1.
Write the signal(s).
e.g.,
com.numericalmethod.algoquant.signal.movingaverage.*

2.
Write the strategy that uses the signal(s).
com.numericalmethod.algoquant.strategy.macrossover.SMA2Crossover

3.
Write the simulation code that simulates the strategy.
com.numericalmethod.algoquant.strategy.macrossover.Demo010
com.numericalmethod.algoquant.strategy.macrossover.Demo011
com.numericalmethod.algoquant.strategy.macrossover.Demo020

Please take a look at the examples that come with AlgoQuant download.