This is awesome, thank you for your post - the issue I'm having at the moment is to bridge the gap between offline backtesting and online production code. If you could share your thoughts and approach to bridging this gap, it would be super helpful. Topics like: how you deal with moving a promising strat into prod - e.g. docker containers , Digital Ocean droplets. What your live systems looks like for automation, or whether they are just semi-automated and you must fire them up once per day for instance in order to reconcile the target strategy asset weights vs account position implied weights and so on. Cheers! Alun
This is awesome, thank you for your post - the issue I'm having at the moment is to bridge the gap between offline backtesting and online production code. If you could share your thoughts and approach to bridging this gap, it would be super helpful. Topics like: how you deal with moving a promising strat into prod - e.g. docker containers , Digital Ocean droplets. What your live systems looks like for automation, or whether they are just semi-automated and you must fire them up once per day for instance in order to reconcile the target strategy asset weights vs account position implied weights and so on. Cheers! Alun