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 on …

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

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 products if possible.

Dec 25, 2020 · 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? Typically, financial …

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 really …

Nov 2, 2020 · 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 all sorts …

Aug 21, 2018 · Time based filters-backtesting MUSt take into account local and server based DST with 100% accuracy throughout the backtest range. Changing of over 300 parameters on every tick.

Feb 12, 2011 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.