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 ...

Forex trading often feels like a constant stream of noise. Prices jump on central-bank comments, rumours move markets faster ...

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 ...

When backtesting portfolio strategies, a 9-12 year lookback period is optimal, but incorporating a 25-year lookback can enhance predictiveness. Trimmed alpha is the most predictive performance measure ...

“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 ...

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 ...

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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 ...