Tag: backtesting

Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated performance results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Hypothetical trading results are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

Tag: backtesting

Data Mining, “Momentum Monkeys”, and Survivorship-Free Data

The Three Types Of Backtests According to Clifford Asness

Small Caps Trend-following Strategy

Longer Backtests Often Reveal Strategy Flaws

The Battle for Irrelevant Statistics Reporting

Misconceptions and Wrong Applications of Machine Learning in Quant Trading

Major Misconceptions About Backtesting

The Message is to Backtest Less

Trading Strategy Curve-Fitting Mechanics with Examples

Backtest Billionaires

Systems, Lies, and Emotions

Announcing the Release of DLPAL DQ v5

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