In my last column, I described a strategy for finding mutual fund candidates using Morningstar's free mutual fund screener (www.morningstar.com). That screen relied mostly on Morningstar's risk and ...

Backtesting is an essential part of the trading and investment process as it reveals how a strategy would perform under real-market conditions. It enables traders and analysts to assess, through ...

Backtesting is the process of applying a trading strategy to historical price data to see how it would have performed in the past. It allows traders to test their ideas and plans without using real ...

While it may be true, as told by the Roman poet, Horace, and quoted by Ben Graham and David Dodd in their front piece to Security Analysis, that "many shall be restored that are fallen…", it is also ...

Pricing and hedging is easy, in theory. The existence of arbitrage-free prices is equivalent to the existence of martingale measures, and there are ways of constructing replication strategies via the ...

In the constantly changing world of cryptocurrency trading, artificial intelligence (AI) has emerged as one of the strongest tools available to traders who demand data-informed decisions. But an AI ...

TradeSmith has launched an AI-powered trading system that identified over 200 market signals across 2,500 stocks, achieving a 54% compounded annual return in six-year backtests. The model portfolio, ...

Today’s market pressures require investment funds to reassess their valuation process often. Many fund managers are implementing a process of “backtesting,” also known as a retrospective review, as a ...

Futures trading is fast, leveraged, and unforgiving — making strategy testing essential before risking real capital. Backtesting lets traders simulate strategies on historical data, revealing ...

Even though half of hedge fund managers are now using alternative data to gain a competitive edge, 77% of market leaders (with more than USD5 billion in assets) find that backtesting of alternative ...