The red zone indicates a backtesting result that almost certainly indicates a problem with a bank’s risk model. etc Traffic light rating systems are widely used not only for VaR backtesting, but for all sorts …

Jun 20, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Dec 25, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Are there any good, usable tools for backtesting option strategies (or add-ons for standard packages or online-services or whatever). Please also provide infos on price and quality of the products if possible.

Sep 21, 2019 · 5 I am running a project to compare features of different backtesting software. A viewpoint to touch is on whether pricey software come with better characteristics/results thus …

Feb 3, 2025 · Backtesting specifically, and any forecasting method in general, has limits and that’s perhaps the biggest challenge for traders to understand. Some traders place so much reliance on …

Jan 23, 2020 · Recently, I read a great paper by De Prado et al. on backtest overfitting problem in Quantitative Finance titled Pseudo-Mathematics and Financial Charlatanism: the Effects of Backtest …

Dec 1, 2019 · Difference between cross-validation, backtesting, historical simulation, Monte Carlo simulation, bootstrap replication? Ask Question Asked 6 years ago Modified 6 years ago

Jun 26, 2016 · Backtesting on historical options data Papers about backtesting option trading strategies In particular I am interested in spread trading. From these I've gathered backtesting these strategies …

Apr 28, 2023 · Backtesting is testing a trading strategy using historical market data to determine its effectiveness in the past. The process entails running the strategy through a simulated trading …