Backtesting

Results: 36



#Item
31Business / Management / Security / Basel II / Value at risk / Backtesting / Standardized approach / IT risk / Quantitative analyst / Actuarial science / Risk / Financial risk

[Federal Register: September 6, 1996 (Volume 61, Number 174)]

Add to Reading List

Source URL: www.occ.treas.gov

Language: English - Date: 2014-08-03 08:47:45
32Business / Bloomberg Terminal / Bloomberg / Backtesting / Technical analysis / STOXX / Bloomberg L.P. / Finance / Financial economics

BRIEF Technical Strategies fixed

Add to Reading List

Source URL: www.bloombergbriefs.com

Language: English - Date: 2014-05-16 18:59:14
33Finance / Stock market / Investment / Backtesting / Tests / Trading strategy / Algorithmic trading / Swing trading / Value at risk / Financial markets / Financial economics / Mathematical finance

OWN MOUNTAIN TRADING COMPANY PRESENTS FREE Report Key lessons to learn as you study investing and trading the markets:

Add to Reading List

Source URL: www.backtestingreport.com

Language: English - Date: 2012-09-19 02:05:32
34Finance / Overfitting / Statistical inference / Backtesting / Financial risk / Value at risk / Sharpe ratio / Automated trading system / Statistics / Machine learning / Regression analysis

HOW TO SPOT BACKTEST OVERFITTING David H. Bailey Lawrence Berkeley National Lab (retired), and University of California, Davis Marcos López de Prado

Add to Reading List

Source URL: www.davidhbailey.com

Language: English - Date: 2014-03-26 11:18:40
35Model selection / Financial ratios / Overfitting / Statistical inference / Sharpe ratio / Backtesting / Akaike information criterion / Normal distribution / Statistics / Regression analysis / Machine learning

Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance David H. Bailey, Jonathan M. Borwein, Marcos López de Prado, and Qiji Jim Zhu

Add to Reading List

Source URL: www.ams.org

Language: English - Date: 2014-04-01 14:29:37
36Tests / Energy / Calibration / Options spread / Physics / Science / Measurement / Options / Backtesting

Product Upgrade Energy 8.0 November 2013

Add to Reading List

Source URL: www.fea.com

Language: English - Date: 2013-11-25 15:36:31
UPDATE