Feb 3, 2025 · Backtesting specifically, and any forecasting method in general, has limits and that’s perhaps the biggest challenge for traders to understand. Some traders place so much reliance …

Are there any good, usable tools for backtesting option strategies (or add-ons for standard packages or online-services or whatever). Please also provide infos on price and quality of the …

Jun 20, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Dec 15, 2023 · Regulators want to backtesting VaR estimates based on both Risk theoretical PnL and Actual PnL. My question is how can Backtesting of VaR be done with Actual PnL? …

Dec 25, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Dec 27, 2022 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

The red zone indicates a backtesting result that almost certainly indicates a problem with a bank’s risk model. etc Traffic light rating systems are widely used not only for VaR backtesting, but for …

Nov 2, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Nov 20, 2008 · And I also learned a lot about backtesting, validation and curve fitting problems. Common backtesting mistake I did in the beginning And that's already the point that wasn't …

Apr 28, 2023 · Backtesting is testing a trading strategy using historical market data to determine its effectiveness in the past. The process entails running the strategy through a simulated …