With a wide range of markets to trade on our platforms, you’ll need a backtesting strategy that’s best suited for each asset class. Explore the benefits and risks of backtesting. Backtesting is a way ...

When backtesting a portfolio strategy, you have to decide how far back to look. Should you use all available data, stretching back decades? Or should you just look at the last few years? There are ...

Having graduated New York University’s Stern School of Business at the age of 18, Ms. Kathy Lien has more than 13 years of experience in the financial markets with a specific focus on currencies. PI ...

Beyond the artificial intelligence (AI) stock frenzy, credit investors are adapting to AI and integrating growing volumes of financial factor data into their research. Very soon, AI systems will learn ...

As a new trader entering the stock market, you've likely formulated a trading strategy. However, having an idea alone isn't sufficient to initiate trading based on your strategy. There needs to be a ...

Backtesting is a necessary evil, but how evil is it and how does necessity compel us to use it? These and related questions come into sharp relief after reading a recent article in Significance, a ...

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 ...

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 ...

Recent results have shown backtests of expected shortfall (ES) are necessarily approximated, in the sense that they are unavoidably sensitive to possible errors in the prediction of value-at-risk.