Exchange Currency

back testing

The process of optimizing a trading strategy using historical data and then seeing whether it has predictive validity on current data.

Related information about back testing:
  1. Backtesting - Wikipedia, the free encyclopedia
    Backtesting can be applied to any set of historical data, but it is most common in the social and natural sciences where processes produce measurable data, ...
     
  2. Backtesting Definition | Investopedia
    The process of testing a trading strategy on prior time periods. Instead of applying a strategy for the time period forward, which could take years, a trader can do ...
     
  3. J.P. Morgan | Back Testing Value-at-Risk
    by Romain Berry J.P. Morgan Investment Analytics & Consulting romain.p.berry@ jpmorgan.com. This article is the sixth in a series of articles exploring risk ...
     
  4. Back-Testing |Trading Strategy Backtesting Software |TradeStation
    Design, test and refine your trading strategies before risking any capital, with one of the most advanced back-testing & optimization packages anywhere.
     
  5. Back-testing
    Back-testing. To test a financial model that makes any kind of predictions, it is clearly impractical to enter the currently available data and then wait to see how ...
     
  6. The Art Of Back Testing - YouTube
    Nov 4, 2009 ... http://www.FreeTradingSystems.org Back testing is the process of testing a trading strategy over historical data to determine how well it would ...
     
  7. BackTesting Blog
    Thoughts on backtesting as a tool for trading strategy development. Measuring win rates, profitability, volatility on various elements of trading and technical ...
     
  8. EFS Back Testing
    This forum is for assistance with specific Back Testing issues.