Back-testing

Back-testing

Creating a hypothetical portfolio performance history by applying current asset selection criteria to prior time periods.

Back Test

To use past data to predict future events. Researchers use back testing to find relationships between apparently unrelated events and determine if one causes the other. One may conduct back testing to inform one's investment decisions or strategy, though the practice is not always accurate because a great number of inputs cause economic events.
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OneMarketData provides data management solutions for quantitative research, surveillance and back-testing to enable market participants to outmaneuver the competition.
We propose an ad-hoc procedure to make efficient use of all the available information in the back-testing process.
Finally, the institution can utilize compliance documentation to complement a back-testing analysis.
Praveen Gupta, CEO of Symphony Fintech said "Our advanced back-testing and paper-trading features allow Compositedge to offer value-added services to its clients.
Having more than a cursory experience with the back-testing of data, I will share what I consider a well-kept secret of back-testing: You will never see or be presented a product where back-testing of the data has failed to support the intended outcome.
QAI software products are used by more than 200 of the world's largest investment firms for securities selection, modeling, back-testing, portfolio construction and trading strategy development.
And this has held through back-testing, although Dr.