backtestingの例文

• Further backtesting by Mebane Faber found the effect as early as 1950.
• :This is a Backtesting exercise to prove my point.
• Only technical indicators which are entirely algorithmic can be programmed for computerised automated backtesting.
• Important related ideas are economic capital, backtesting, stress testing, expected shortfall, and tail conditional expectation.
• However, backtrading is increasingly used on a wider basis, and independent web-based backtesting platforms have emerged.
• Most fundamental analysis software includes built in strategies that have been validated with backtesting to give positive returns on average.
• Three years later, Mr . Mendelsohn pioneered the first commercially available strategy backtesting and optimization trading software for personal computers.
• Backtesting has historically only been performed by large institutions and professional money managers due to the expense of obtaining and using detailed datasets.
• The ads trumpet big profits using " backtesting "-- a technique that doesn't sit well with some critics.
• At the time, ProfitTaker was the first widely available trading strategy backtesting and optimization software for individual use, in the trading industry.
• So what's backtesting doing in newspaper ads that stretch from Tampa, Florida to Chicago, Boston, New York and Los Angeles?
• The SEC contended that the only backtesting Lucia performed were some " calculations made in the late 1990s and two two-page spreadsheets ."
• That is, by backtesting through a large data set with many different variables, correlations can be found that do not really have predictive significance.
• With investors salivating for index products today, big firms like Merrill are taking advantage of regulators'tolerance of backtesting to whip up new products, says Phillips.
• Backtesting of a trading system involves programmers running the program using historical market data in order to determine whether the underlying algorithm guiding the system may produce the expected results.
• Developers can create backtesting software to enable a trading system designer to develop and test their trading systems using historical market data to optimize the results obtained with the historical data.
• Additionally, in quantitative backtesting of market performance or other characteristics, survivorship bias is the use of a current index membership set rather than using the actual constituent changes over time.
• While the rising moving average indicator is commonly used by investors without realising, there has been significant backtesting on historic stock data to calculate the performance of the rising moving average.
• But, whether the industry needs help or not, a statistical exercise called " backtesting " is emerging as the latest way to sell more of what's already hot.
• Or in the 1930s as a young man Keltner worked for Ralph Ainsworth ( 1884 1965 ) backtesting trading systems submitted when Ainsworth offered a substantial prize for a winning strategy, so it could have been among those.