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 ...

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

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 ...

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 ...

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.

As backtesting becomes a more standard part of responsible crypto trading, platforms offering reliable historical data and ...

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 ...

Bloomberg today announced the expansion of its Funds Data Solution, offering a comprehensive view of exchange traded product (ETP) movements and nearly two decades of history for backtesting to ...