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 ...
Discover the optimal RSI settings for scalping cryptocurrencies, including period lengths, overbought/oversold thresholds ...
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 ...
Backtesting is the process of applying a trading strategy to historical price data to see how it would have performed in the past. It allows traders to test their ideas and plans without using real ...
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 ...
Pricing and hedging is easy, in theory. The existence of arbitrage-free prices is equivalent to the existence of martingale measures, and there are ways of constructing replication strategies via the ...
Set up the filters for the strategy that you want to invest with just like the way you use All-In-One Screener In the results area of the All-In-One Screener, look for the AAABacktestingAAA tab, which ...
This paper aims to reflect the current state of the discussion on the validation of market risk forecasts by means of backtesting. Due to the upcoming Fundamental Review of the Trading Book (FRTB), ...
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 ...
How’s this for a new year’s resolution: stop backtesting investment scenarios. The results rarely have any useful meaning. Many investment columns, websites and services centre on the idea that ...