Definitions
from Wiktionary, Creative Commons Attribution/Share-Alike License.
- verb intransitive To
test a strategy, model etc. using data from a previous time.
Etymologies
from Wiktionary, Creative Commons Attribution/Share-Alike License
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Examples
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CBOE that captures a very long term backtest of PUT.
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Société Générale, the French bank, ran a "backtest" of his supposed investment strategy and found that it couldn't have worked.
New Statesman 2009
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A more complete backtest starting on March 31, 2001 shows that $1,000 invested in the S&P 500 would be worth $987 today, but that the same $1,000 invested according to this model would have swelled to $5,611.
Good Value In Growth Stocks Marc H. Gerstein 2010
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As others have pointed out, given the assumptions necessary to run a cash flow model, it would be useful to know what assumptions are implicit if you backtest the model on historical data.
Housing Bubble Revisited, Arnold Kling | EconLog | Library of Economics and Liberty 2009
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Someone has asked about the error bars in Levitus and whether the backtest of Hansen and Schmidt against those error bars would be as decisive.
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It is often a good idea to backtest over a long time frame that encompasses several different types of market conditions .
unknown title 2011
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With the Research Wizard you can develop and backtest your investment strategies on over 10 years of data, which includes information from corporate reports, analyst earnings estimates, sales estimates and recommendations, and stock prices.
unknown title 2011
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Identifying an absolute set of rules, as with a strategy, allows traders to backtest to determine the viability of a particular strategy.
Using Technical Indicators To Develop Trading Strategies - Yahoo! Finance 2011
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This article takes a look at what applications are used to backtest, what kind of data is obtained, and how to put it to use!
unknown title 2011
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Universe - Stocks that were included in the backtest.
unknown title 2011
Comments
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