SYSTEM AND METHOD FOR EVALUATING FINANCIAL TRADING STRATEGIES

摘要

A method for evaluating a financial trading strategy includes at least one computing device receiving a trade record comprising a sequence of trades. The method further includes determining, by the at least one computing device, performance parameters associated with the trades, wherein at least some performance parameters are based on financial data captured at a time other than a time of execution of the trades. The method further includes calculating, by the at least one computing device, a performance score of the trade record based on the performance parameters.