When exploring backtesting trading platform, it's essential to consider various aspects and implications. backtesting - Are there any good tools for back testing options .... Are there any good, usable tools for backtesting option strategies (or add-ons for standard packages or online-services or whatever). Please also provide infos on price and quality of the products if possible.
Rule of Traffic light - Quantitative Finance Stack Exchange. 3 I heard that there is a rule called Traffic light from Basel which is used to backtesting the VaR numbers. However I could not find exactly which regulation from Basel mandates that, although I am overall familiar of this rule.
Could you please help me with any reference to exactly which rule first introduced the Traffic light for VaR ... Backtesting Tips - Forex Factory. Backtesting specifically, and any forecasting method in general, has limits and that’s perhaps the biggest challenge for traders to understand.
Some traders place so much reliance on their back testing that the evidence of divergent actual results will not convince them that they missed something important. Share ideas, debate tactics, and swap war stories with forex traders from around the world. Difference between cross-validation, backtesting, historical simulation ....
Compared to these, how do backtesting, historical simulation and Monte Carlo simulation resample the same dataset per run? "you often need hyper parameters to be trained to analyse" - the rest of the paragraph makes sense, but I think you just phrased this part incorrectly. Share Backtesting Spreadsheets/Trading Journals - Forex Factory. backtesting - Writing an Options Strategy Backtester - Quantitative ....
Backtesting on historical options data Papers about backtesting option trading strategies In particular I am interested in spread trading. From these I've gathered backtesting these strategies is pretty much relegated to commercial tools, or professionals writing their own. I understand the basic idea of backtesting, and I'd like to make my own. Backtesting of VaR estimates - Quantitative Finance Stack Exchange.
Furthermore, regulators want to backtesting VaR estimates based on both Risk theoretical PnL and Actual PnL. My question is how can Backtesting of VaR be done with Actual PnL? Typically, financial instruments are NinjaTrader 8 Backtesting Level 2 Futures Guide - Google Docs.
So, you've got a cool trading idea for futures, and you want to see if it would have worked in the past without risking real money? That's exactly what backtesting is all about! This guide will walk you through how to test strategies using super-detailed "Level 2" data for futures contracts in a powerful trading platform called NinjaTrader 8. It might sound complicated, but we'll break it down ...
📝 Summary
The key takeaways from this article on backtesting trading platform demonstrate the value of comprehending these concepts. When utilizing these insights, you can achieve better results.