14.7 Backtesting Strategy Specifying a backtesting program for a trading organization can be an unsettling experience, plagued by data limitations and philosophical quandaries. Here we shall address issues and present practical advice on how to proceed. 14.7.1 Backtesting as Hypothesis Testing Backtesting, as it is commonly practices, is hypothesis testing. It poses all the familiar challenges … Continue reading 14.7 Backtesting Strategy The post 14.7 Backtesting Strategy appeared first ...
