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:
- 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, ...
- 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 ...
- 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 ...
- 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.
- 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 ...
- 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 ...
- BackTesting Blog
Thoughts on backtesting as a tool for trading strategy development. Measuring win rates, profitability, volatility on various elements of trading and technical ...
- EFS Back Testing
This forum is for assistance with specific Back Testing issues.