Rule of Traffic light - Quantitative Finance Stack Exchange
The red zone indicates a backtesting result that almost certainly indicates a problem with a bank’s risk model. etc Traffic light rating systems are widely used not only for VaR backtesting, but for …
backtesting - Are there any good tools for back testing options ...
Are there any good, usable tools for backtesting option strategies (or add-ons for standard packages or online-services or whatever). Please also provide infos on price and quality of the …
99% backtesting. Where and how? - Forex Factory
Dec 25, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
Backtesting Tips - Forex Factory
Feb 3, 2025 · Backtesting specifically, and any forecasting method in general, has limits and that’s perhaps the biggest challenge for traders to understand. Some traders place so much reliance …
backtesting - Writing an Options Strategy Backtester
Jun 26, 2016 · Backtesting on historical options data Papers about backtesting option trading strategies In particular I am interested in spread trading. From these I've gathered backtesting …
Backtesting of VaR estimates - Quantitative Finance Stack Exchange
Dec 15, 2023 · Regulators want to backtesting VaR estimates based on both Risk theoretical PnL and Actual PnL. My question is how can Backtesting of VaR be done with Actual PnL? …
Difference between cross-validation, backtesting, historical …
Dec 1, 2019 · Difference between cross-validation, backtesting, historical simulation, Monte Carlo simulation, bootstrap replication? Ask Question Asked 6 years ago Modified 6 years ago
Share Backtesting Spreadsheets/Trading Journals - Forex Factory
Dec 27, 2022 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.
Every Tick based on Real Ticks gives loss. Demo is profit. Why?
Jun 21, 2025 · Hello trading community, running the same EA on the same broker (FBS) and platform (demo) and timeframe with the same settings, Demo Trading provides profit while …
MT4 Backtesting Threads - Forex Factory
Jun 20, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.