European Stress Tests', Working Paper Series, No 23083, National Bureau of Economic Research, January; Niepmann, F.
SmartBotCoin offers portfolio management, asset allocation, advanced backtesting
, customized algorithms to suit individual trading styles and goals, social trading, as well as news and opinions from expert traders.
iFlip's platform over the past 20 years revealed that users would have saved a hypothetical $70,000 in asset management fees in that time period, significantly improving its value proposition for prospective investors, according to the company.
shows it would have picked up on the importance of the famous three words, 'whatever it takes,' ECB President Mario Draghi uttered in July 2012 that ultimately saved the euro from collapse.
In cTrader Automate app, there are also new additions including the Backtesting
and Optimization progress bar, input parameters grouping for cBots and indicators, possibility to save cBots in chart templates, and new methods in cTrader Automate API.
Moreover, Appendix D provides an overview over the model accuracy by showing backtesting
results for the reference year 2012.
* VaR Backtesting
: Value-at-RIsk estimation depends on the following features: data set, confidence level ([alpha]), estimation window (WE) and distribution parameters (if any).
In addition, the market risk measurement model used in a bank should be subject to the process of backtesting
, which compares the VaR forecasts with the actual rate of return from an asset.
Khalaf-Allah, 2010, Backtesting
Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period-Ahead Density Forecasts, North American Actuarial Journal, 14: 281-298.