TakeProfit Inc, operator of the cloud trading platform TakeProfit.com, today announced the release of a fully integrated, cloud-based strategy backtesting module available to both paid subscribers and ...

Expectiles are a coherent and elicitable alternative to commonly used market risk measures, but practical backtesting tools have lagged behind. This study proposes new backtests that separate ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...

In my last column, I described a strategy for finding mutual fund candidates using Morningstar's free mutual fund screener (www.morningstar.com). That screen relied mostly on Morningstar's risk and ...

Hiroshi Tanase, executive director of product analysis and design at S&P Global Market Intelligence, explores why, with the implementation of phase five of uncleared margin rules last September and ...

In the constantly changing world of cryptocurrency trading, artificial intelligence (AI) has emerged as one of the strongest tools available to traders who demand data-informed decisions. But an AI ...

While it may be true, as told by the Roman poet, Horace, and quoted by Ben Graham and David Dodd in their front piece to Security Analysis, that "many shall be restored that are fallen…", it is also ...

Today’s market pressures require investment funds to reassess their valuation process often. Many fund managers are implementing a process of “backtesting,” also known as a retrospective review, as a ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Pete Rathburn is a copy editor and fact-checker with expertise in economics and ...

This paper provides practical recommendations for the validation of the backtesting process under the targeted review of internal models (TRIM). It advises on the introductory steps for validating the ...