backtesting - Are there any good tools for back testing options ...
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.
MT4 Backtesting Threads - Forex Factory
Jun 20, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
Backtesting of VaR estimates - Quantitative Finance Stack Exchange
Dec 15, 2023 · According to "Backtesting requirements compare the value-at-risk (VaR) measure calibrated to a one-day holding period against and hypothetical P&L (HPL) over the prior 12 months. …
99% backtesting. Where and how? - Forex Factory
Dec 25, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
Backtesting in python continue build or buy available software
Sep 30, 2024 · 4 I started building a backtesting application in Python to backtest and optimize trading strategies, but I've paused to assess whether to continue development or purchase software to …
MT4 Backtesting Inaccuracies - Forex Factory
Nov 2, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
Share Backtesting Spreadsheets/Trading Journals - Forex Factory
Dec 27, 2022 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
Rule of Traffic light - Quantitative Finance Stack Exchange
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 …
Difference between cross-validation, backtesting, historical simulation ...
Dec 1, 2019 · Difference between cross-validation, backtesting, historical simulation, Monte Carlo simulation, bootstrap replication? Ask Question Asked 6 years, 2 months ago Modified 6 years, 2 …
Backtesting Level 2 futures data in NinjaTrader 8 might seem like a big mountain to climb, but by breaking it down into these steps, it becomes much more manageable.