Definition of Backtested. Meaning of Backtested. Synonyms of Backtested

- institutions to backtest certain risk models. For a Value at Risk 1-day at 99% backtested 250 days in a row, the test is considered green (0-95%), orange (95-99...
- succeeded if there are unspent ****ets at the end of the period. The authors backtested a number of stock/bond mixes and withdrawal rates against market data...
- Algorithmic trading is often used to reduce slippage, and algorithms can be backtested on past data to see the effects of slippage, but it is impossible to eliminate...
- traders with the aim of getting better results. New Indicators are often backtested on historic price and volume data to see how effective they would have...
- investment seminars. Lucia had ****ured investors that his strategies had been backtested during bear markets. The SEC contended that the only backtesting Lucia...
- through an out of sample data set to ensure the algorithm performs within backtested expectations. Live testing is the final stage of development and requires...
- term performance horizons, highly scalable and with multiple years of backtested data. Algorithms are tested for at least 6 months to ensure their statistical...
- of ScoreMetrics, which is an investment strategy that uses historical, backtested data as a basis. Media outlets have characterized Todora as a "sports...
- trend line break could be considered bearish. Based on a study of 43,297 backtested trades, the CCI indicator was found to be effective with specific settings...
- steepening has already occurred. A more serious issue is the danger that past backtested performance is simply the result of a data snooping bias – especially...