back-testing

Create a comprehensive analytical framework and a consistent set of policy tools, including through rigorous back-testing.

José Viñals: Macroprudential Policy -- Filling the Black Hole José Viñals 2011

An index that selects 100 stocks with the highest RBP probabilities, the Dow Jones RBP U.S. Large-Cap Core Index, has returned 10.8% a year in back-testing since 1998, versus 2.1% for its benchmark, the Dow Jones U.S. Large-Cap Total Stock Market Index.

How to Profit From Analysts' Stock Recommendations Jack Hough 2012

According to back-testing of economic cycles and stock returns since 1992, it is a good time to move out of growth stocks (ones with rapid past and expected earnings increases) and into value stocks (ones with modest prices relative to earnings, dividends and other measures of value), because economic indicators including gross-domestic-product forecasts and business surveys are deteriorating.

Where to Find the Best Bargains in Beaten-Down Europe Jack Hough 2011

The "Tokyo Liquidity Center," which opened for customer testing this week, will offer market connections and technology services such as market data, risk management and algorithm back-testing for trading in Japan, Stanley Young , chief executive of the company's technology arm, NYSE Technologies, said in an interview.

NYSE Euronext Makes Biggest Asian Move Yet With Tokyo Hub Brendan Conway 2011

Still, adding medium-term futures can reduce volatility and increase gains, Merrill Lynch back-testing research shows.

A Four-Month Rally: Time to Protect Profits? Ben Levisohn 2011

For the 20-year period ending on Dec. 31, 2010, Mr. Greenblatt says his methodology would have returned an average of 16.1% a year, compared to the annual average total return of 9.1% for the S&P 500, according to back-testing data.

Can This Index Fund Beat the Market? Matt Phillips 2011

The change being discussed with the Securities and Exchange Commission would increase the size of the fund by about 10%, based on back-testing, and comes amid interest by lawmakers in the derivatives-clearing process.

Options Clearing Corp. to Revamp Default Fund 2010

The SEC needs professionals with mathematical and trading backgrounds who can understand complex products and strategies, and who can create models of back-testing and other analytical tools to determine whether fraud is being committed.

Good and Bad Ideas on How to Thwart Another Madoff 2009

Their results are hypothetical -- based on "back-testing," or a simulation of what would have happened if the manager had actually used these techniques in the past, typically without incurring any fees, trading costs or taxes.

Data Mining Isn't a Good Bet For Stock-Market Predictions 2009

"We have spent a significant amount of time back-testing the sample."

ETFs+Munis=? 2007