2025年2月3日 · 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 …

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 …

2006年6月20日 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

2023年12月15日 · 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? …

2020年12月25日 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

2022年12月27日 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

The red zone indicates a backtesting result that almost certainly indicates a problem with a bank’s risk model. etc Traffic light rating systems are widely used not only for VaR backtesting, but for …

2020年11月2日 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

2008年11月20日 · And I also learned a lot about backtesting, validation and curve fitting problems. Common backtesting mistake I did in the beginning And that's already the point that …

2023年4月28日 · Backtesting is testing a trading strategy using historical market data to determine its effectiveness in the past. The process entails running the strategy through a …