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 ...

Hiroshi Tanase, executive director of product analysis and design at S&P Global Market Intelligence, explores why, with the implementation of phase five of uncleared margin rules last September and ...

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 ...

Backtesting is the process of applying a trading strategy to historical price data to see how it would have performed in the past. It allows traders to test their ideas and plans without using real ...

While it may be true, as told by the Roman poet, Horace, and quoted by Ben Graham and David Dodd in their front piece to Security Analysis, that "many shall be restored that are fallen…", it is also ...

An investor can use backtesting to determine whether a specific trading strategy on a security or asset would have created potential returns based on past performance and historical data. Backtesting ...

While backtesting often gets ignored by beginner traders, it’s a very viable approach that can produce unexpected results when applied correctly. Of course, it’s not a magic wand that can ...

Backtesting is the process of applying entry and exit signals to time periods of past historical price data to quantify through an equity curve whether the system would have lead to overall profits in ...

Even though half of hedge fund managers are now using alternative data to gain a competitive edge, 77% of market leaders (with more than USD5 billion in assets) find that backtesting of alternative ...

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 ...