Dec 3, 2007 · 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 …

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 …

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

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 …

Dec 1, 2019 · To start, a brief description of their procedure might help for comparison. Backtesting Historical simulation Monte Carlo simulation Bootstrap replication Cross-validation

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 …

Apr 23, 2017 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

The process of evaluating a strategy, theory, or model by applying it to historical data.

Nov 20, 2008 · And I also learned a lot about backtesting, validation and curve fitting problems. Common backtesting mistake I did in the beginning And that's already the point that wasn't …

Jun 2, 2023 · But backtesting can mean different things to different people: from bare-bones accounting for P/L, via computation/reporting of statistics, to actual connectivity to live trading. …