Backtesting vs forward testing for agent strategies
Compare backtesting vs forward testing for trading agents, with practical checks for data leakage, fills, latency, risk limits and live order behaviour.
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Paper trading metrics that reveal live execution gaps
Measure paper trading against live execution with fill, slippage, latency and cost metrics, then set evidence-based limits before an unattended agent places…
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Paper trading that behaves like a real execution venue
Test paper trading against live venue mechanics with a one-week checklist for fills, rejects, latency, market data, fees and risk controls before unattended t
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