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 ...

(EXECUTION MATTERS is a Traders Magazine content series focused on the topics most important to traders and technologists in US equities and options markets. EXECUTION MATTERS is produced 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 ...

“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 ...

Summary: We compare the performance of six broad non-US AlphaDEX indexes with their traditionally-weighted index benchmarks. Backtest data from 2001 through 2017 are used. We find that during this ...