Although I know Python I’m just learning what may be possible with its statistical modelling / Data Science capabilities such as Logistic Regression, Neural Networks, etc.
Suffice it to say I create an algorithmic trading system using Python, which gives buy/sell signals, price, position size, etc. etc.
But I would still need to backtest it. Which is something baked in to AB. There are some backtesting packages for Python, but AFAIK they are slow and not as full featured as AB.
So I was wondering if RT would support backtesting a Python model? Perhaps so, if it generated a list of trades say a CSV that could feed into RT?
No worries if you can’t comment on the above. I appreciate you informing me/us about this product, and it looks like I need to Do My Own Research to see how it might meet my needs. I’ll certainly check it out!
