Backtesting can help an investor determine whether a specific trading strategy would have led to potential returns on an investment over a certain past time period. Backtesting is a method that ...
In the end, traders are taking a bet on their money without being sure of its worth. This is where backtesting comes to the rescue. This article highlights the concept of backtesting, its ...
Backtesting financial models over long horizons inevitably leads to overlapping returns, giving rise to correlated samples. In this paper Nikolai Nowaczyk and Vladimir Piterbarg propose a new method ...
Welcome to Data Spotlight, our series showcasing insights derived from Bloomberg’s 8,000+ enterprise datasets available on data.bloomberg.com via Data License. In this edition we take a look at ...