South African traders quickly notice that markets often move in repeatable ways after big data releases and policy events.
“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 ...
With a wide range of markets to trade on our platforms, you’ll need a backtesting strategy that’s best suited for each asset class. Explore the benefits and risks of backtesting. Backtesting is a way ...
The COVID-19 stock market decline entices traders to bet on the S&P 500 index to benefit from an upcoming recovery. The S&P 500 index has known multiple pullbacks in price throughout the past 25 years ...
Beyond the artificial intelligence (AI) stock frenzy, credit investors are adapting to AI and integrating growing volumes of financial factor data into their research. Very soon, AI systems will learn ...
The Best Way to Backtest a Strategy There are many ways to guard against this pitfall, including my favorite technique: assembling a backtest using rolling-forward start dates and then assessing all ...
Providence, RI---Your financial advisor calls you up to suggest a new investment scheme. Drawing on 20 years of data, he has set his computer to work on this question: If you had invested according to ...