Trading Backtest Explained – 3 real life exemples
Understand how to implement the different methods to do a backtest is good. But knowing how to use them to extract real insights is much…
Why using Monte-Carlo Simulations in Trading?
If you are interested by quant finance, you should have heard about Monte Carlo simulations in trading. However, the concept is always…
Robustness testing – Find reliable trading strategies !
Doing a backtest is good. Be able to trust it is better! That’s where the robustness testing takes place. Indeed, thanks to different methods…
The Walk Forward Optimization in trading
Backtesting in not a research tool, ok fine! we have understood it! But, if we can’t optimize our parameters using backtesting, how would we…
The 6 Biggest Portfolio Backtesting Mistakes
If you are backtesting a single trading strategy or you are doing a portfolio backtesting, you need to avoid the following mistakes. These 6…
What is a Backtesting in Trading?
We all have already seen amazing backtesting in trading: 99% are false! This is the first article of a series that will explain to you, what…
The Scientific Backtesting Guide
If you are here, you know that backtesting on the historical data is clearly not enough to obtain the reliability of your trading strategy.…