When backtesting trading rules, it is possible to achieve results that outperform a buy-and-hold strategy. However, if you ...

How to avoid losing your way when you're losing moneyIn my previous article, I wrote that 'backtesting is like a ...

Backtesting: Our, or any manager's, GIPS-certified returns are the most conclusive proof of the efficacy of our criteria and processes, but thanks to software and global databases, we can and do ...

A robust options trading strategy depends on accurate backtesting practices. A backtest shows you how the strategy performed historically and gives you an idea of what to expect. You can learn a lot ...

In the first article of this series, we discussed proper backtesting methods and interpretation of results. It is also important to understand your source of data; what data you are using. Within that ...

I ran one trading model 11 times, changing only the seed. 14 of 21 decisions in my research log were noise. How I now measure ...

Backtesting is a method that uses historical data to test an investing or trading strategy to determine whether it would have produced returns over a specific period of time. An investor would review ...

Hiroshi Tanase, executive director of product analysis and design at S&P Global Market Intelligence, explores why, with the implementation of phase five of uncleared margin rules last September and ...

While backtesting often gets ignored by beginner traders, it’s a very viable approach that can produce unexpected results when applied correctly. Of course, it’s not a magic wand that can ...

Backtesting is the process of applying entry and exit signals to time periods of past historical price data to quantify through an equity curve whether the system would have lead to overall profits in ...