“I have never seen a bad backtest” is an often stated criticism of backtesting that has a high degree of truth to it - many strategies launch with strong backtests yet do not pan out as intended. In ...

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Sophisticated option traders are always looking for an edge – a built in advantage that puts the odds of success on their trades. One tool available to traders is the analysis of how a given strategy ...

News-driven FX Trading: How to Trade Events Like the FOMC, CPI, and NFP Backtesting is an important step in forex trading strategy evaluation. Because backtesting is historical, the backtesting ...

Recent results have shown backtests of expected shortfall (ES) are necessarily approximated, in the sense that they are unavoidably sensitive to possible errors in the prediction of value-at-risk.

In the fast-paced world of forex trading, success often hinges on preparation and strategy. Backtesting is one of the most effective ways for traders to refine their approaches before putting real ...

In this article, we’ll explore one of the most well-known and widely used indicators in the trading world: the Price Channel. We’ll dive into how this technical analysis tool works and how it can be ...

The debate on the backtestability of expected shortfall (ES) is almost as old as the risk measure itself. Despite warnings from prominent quants that the measure was unsuitable because no backtest ...

Warren Buffett (Trades, Portfolio) has been long famous for his criticisms of so-called "helpers," which are mainly buy-side fund managers, due to their no-value-added services and fees. But what ...