An investor can use backtesting to determine whether a specific trading strategy on a security or asset would have created potential returns based on past performance and historical data. An investor ...
Robust backtesting can give useful insights on how a trading strategy might perform in the future. The use of tick data for backtesting covers many different strategies, whether they are high ...
This portfolio uses historical performance and qualitative business traits to determine low-risk assets. These assets are leading their class and represent sectors that offer lower volatility.
Even though half of hedge fund managers are now using alternative data to gain a competitive edge, 77% of market leaders (with more than USD5 billion in assets) find that backtesting of alternative ...
“I have never seen a bad backtest” is an often stated criticism of backtesting that has a high degree of truth to it - many strategies launch with strong backtests yet do not pan out as intended. In ...
In the fast-paced world of forex trading, success often hinges on preparation and strategy. Backtesting is one of the most effective ways for traders to refine their approaches before putting real ...
Technical Analysis Backtest: This section highlights the top-performing technical indicators for NDX and SPX over multiple holding periods and how they compare to their relative benchmarks. Historical ...
When backtesting a portfolio strategy, you have to decide how far back to look. Should you use all available data, stretching back decades? Or should you just look at the last few years? There are ...
On reading Dominick Paoloni and Patrick Hennessy’s article on selling options from the blog at IPS Strategic Capital I decided to research the subject. Their article states that "the edge has flipped ...