Tag Archives: backtesting

Announcing Trader Education Blog Section

We are pleased to announce a trader education section in our blog that includes a curated list of free and premium articles about trading, strategy development, risk and money management, backtesting, new indicators and other topics of interest to modern … Continue reading

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Out-Of-Sample Performance Variations

In this article we look at variations between past and recent results generated by the Quantopian platform for the same out-of-sample period of a specific strategy . Despite the discrepancies, our strategy outperforms the benchmark since it joined the contest … Continue reading

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Two Empirical Rules About Backtesting

Most backtests in financial blogosphere and even academic papers are wrong or ambiguous not only due to data-mining bias and over-fitting but also due to errors. Backtesting correctly requires understanding of data, software and markets. Knowing how to program is … Continue reading

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Inaccurate Backtest Results Are Common

The financial blogosphere is flooded with inaccurate backtests of trading strategies and portfolio allocations. The empirical rule is to never trust any backtests unless verified by expert consensus.

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Where Do Trend-Following Profits Come From? [Premium Articles]

Before elevating trend-following and momentum in general to the status of a factor, this question must be answered: where do trend-following profits come from? Obviously, part of momentum literature ignores this important question. For access to premium content, you must … Continue reading

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