Backtesting

Results: 36



#Item
11OpenQuant FAQ (Frequently Asked Questions) Table of Content How to develop spread / pair trading strategies in OpenQuant................................................................... 2 How to use timer to cancel an

OpenQuant FAQ (Frequently Asked Questions) Table of Content How to develop spread / pair trading strategies in OpenQuant................................................................... 2 How to use timer to cancel an

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Source URL: www.smartquant.com

Language: English - Date: 2014-02-08 06:19:16
12DeepThought 1.4 Machine Learning for Financial Trading Systems Deep Thought Software (NZ) Ltd www.deep-thought.co c

DeepThought 1.4 Machine Learning for Financial Trading Systems Deep Thought Software (NZ) Ltd www.deep-thought.co c

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Source URL: deep-thought.co

Language: English - Date: 2015-04-08 03:19:54
13MEASURING TRADED MARKET RISK: VALUE-AT-RISK AND BACKTESTING TECHNIQUES Colleen Cassidy and Marianne Gizycki  Research Discussion Paper

MEASURING TRADED MARKET RISK: VALUE-AT-RISK AND BACKTESTING TECHNIQUES Colleen Cassidy and Marianne Gizycki Research Discussion Paper

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Source URL: www.rba.gov.au

Language: English - Date: 2010-01-17 19:17:10
14BLOOMBERG ENTERPRISE SOLUTIONS  EVENT-DRIVEN FEEDS TEXTUAL NEWS

BLOOMBERG ENTERPRISE SOLUTIONS EVENT-DRIVEN FEEDS TEXTUAL NEWS

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Source URL: www.bloomberg.com

Language: English - Date: 2015-02-02 09:15:06
15Updata - The world’s most advanced Technical Analysis Counted on by traders worldwide for 20 years Updata Professional Updata Professional provides advanced analytics and trade decision tools to traders and market anal

Updata - The world’s most advanced Technical Analysis Counted on by traders worldwide for 20 years Updata Professional Updata Professional provides advanced analytics and trade decision tools to traders and market anal

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Source URL: www.updata.co.uk

Language: English - Date: 2011-11-04 11:07:07
16September, 2012  RE: Fundamental Review of the Trading Book. (Consultative Document – May[removed]Dear Committee Members:

September, 2012 RE: Fundamental Review of the Trading Book. (Consultative Document – May[removed]Dear Committee Members:

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Source URL: www.bis.org

Language: English - Date: 2012-09-25 10:21:00
17Comments on the Fundamental Review of the Trading Book (BCBS219, May[removed]Comments submitted by Jeremy ODonnell of Risk Appetite Limited [removed] 7 September 2012

Comments on the Fundamental Review of the Trading Book (BCBS219, May[removed]Comments submitted by Jeremy ODonnell of Risk Appetite Limited [removed] 7 September 2012

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Source URL: www.bis.org

Language: English - Date: 2012-09-25 10:21:00
18Sponsored Statement  Pathway to Performance The implementation jigsaw Apart from the immediate problem of encapsulating an idea in code, these traders also face various other

Sponsored Statement Pathway to Performance The implementation jigsaw Apart from the immediate problem of encapsulating an idea in code, these traders also face various other

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Source URL: www.automatedtrader.net

Language: English - Date: 2012-07-30 03:39:33
19Backtesting VaR models: Quantitative and Qualitative Tests Carlos Blanco and Maksim Oks This is the first article in a two-part series analyzing the accuracy of risk measurement models. In this first article, we will pre

Backtesting VaR models: Quantitative and Qualitative Tests Carlos Blanco and Maksim Oks This is the first article in a two-part series analyzing the accuracy of risk measurement models. In this first article, we will pre

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Source URL: www.fea.com

Language: English - Date: 2012-03-30 09:42:00
20Value-at-Risk (VaR) Models Validation and Approval of Model Modifications Capital Adequacy Requirements, Guideline A, Part II

Value-at-Risk (VaR) Models Validation and Approval of Model Modifications Capital Adequacy Requirements, Guideline A, Part II

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Source URL: www.osfi-bsif.gc.ca

Language: English - Date: 2013-07-29 13:01:06