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 …

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.

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

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

Nov 2, 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 …

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 all sorts …

So, you've got a cool trading idea for futures, and you want to see if it would have worked in the past without risking real money? That's exactly what backtesting is all about! This guide will walk you …

Dec 1, 2020 · It is called the Ultimate NNFX Backtester. Over 100+ hours of coding time was put into this to give the user the ability to significantly cut down the manual backtesting time. Below are some …