GuruFocus launched the new Backtesting feature within the All-in-One Guru Screener on June 20, allowing users to model an investing strategy's performance relative to the Standard & Poor's 500 index, ...

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 ...

Explore common Python backtesting pain points, including data quality issues, execution assumptions, and evaluation ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...

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 ...

The COVID-19 stock market decline entices traders to bet on the S&P 500 index to benefit from an upcoming recovery. The S&P 500 index has known multiple pullbacks in price throughout the past 25 years ...

We propose a new backtesting framework for expected shortfall (ES) that can be used by regulators. Instead of looking at estimated capital reserve and realized cashflow separately, one can bind them ...

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 ...

This paper provides practical recommendations for the validation of the backtesting process under the targeted review of internal models (TRIM). It advises on the introductory steps for validating the ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Pete Rathburn is a copy editor and fact-checker with expertise in economics and ...