Backtesting

Learn Its Parameters, Forecasting Stock Prices in R, and Backtesting Strategies

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Learn Its Parameters, Forecasting Stock Prices in R, and Backtesting Strategies

By José Carlos Gonzáles Tanaka The ARFIMA model is well suited for capturing long-range memory in financial time series. However, it’s not always the case the time series exhibits long memory in their autocorrelation. The ARTFIMA model comes to the rescue to capture not only the long memory but also its short one and the … Read more

How It Works, Its Limitations, and Backtesting Implementation

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How It Works, Its Limitations, and Backtesting Implementation

By Ajay Pawar This blog serves as an introduction to key concepts, but for a solid foundation in backtesting, it’s recommended to start with How to Backtest: Strategy, Analysis, and More. This will help you understand the fundamentals of testing, and analysing trading strategies before deploying them. Introduction Traditional backtesting assumes that optimising a strategy … Read more