by James Damschroder | November 17, 2019 | Portfolio ThinkTank |
These are the virtues of what a good backtest is and what it can do for investors. These are the virtues The Gold Standard for Portfolio Backtesting. Includes the impact of portfolio rebalancing Ideally, the backtest should cover a period long enough to cover at...
by James Damschroder | October 7, 2019 | Portfolio ThinkTank |
A backtest or back-test is a hypothetical simulation of an investment or trading strategy. Most backtesting is applied to timing entry and exit points for a particular asset. Backtesting is one of those things that can be easy to quick and hard to do right. Portfolio...
