Forex trading often feels like a constant stream of noise. Prices jump on central-bank comments, rumours move markets faster ...

GuruFocus launched the new Backtesting feature within the All-in-One Guru Screener on June 20, allowing users to model an investing strategy's performance relative to the Standard & Poor's 500 index, ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Pete Rathburn is a copy editor and fact-checker with expertise in economics and ...

Backtesting is an essential part of the trading and investment process as it reveals how a strategy would perform under real-market conditions. It enables traders and analysts to assess, through ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...

This paper aims to reflect the current state of the discussion on the validation of market risk forecasts by means of backtesting. Due to the upcoming Fundamental Review of the Trading Book (FRTB), ...

The COVID-19 stock market decline entices traders to bet on the S&P 500 index to benefit from an upcoming recovery. The S&P 500 index has known multiple pullbacks in price throughout the past 25 years ...

In the constantly changing world of cryptocurrency trading, artificial intelligence (AI) has emerged as one of the strongest tools available to traders who demand data-informed decisions. But an AI ...

Backtesting is a hypothetical approach to investment, and won’t necessarily lead to similar returns or losses on future investments. Interest rates, for example, could play an important role in past ...

This paper provides practical recommendations for the validation of the backtesting process under the targeted review of internal models (TRIM). It advises on the introductory steps for validating the ...