With a wide range of markets to trade on our platforms, you’ll need a backtesting strategy that’s best suited for each asset class. Explore the benefits and risks of backtesting. Backtesting is a way ...

Recent results have shown backtests of expected shortfall (ES) are necessarily approximated, in the sense that they are unavoidably sensitive to possible errors in the prediction of value-at-risk.

Technical Analysis Backtest: This section highlights the top-performing technical indicators for NDX and SPX over multiple holding periods and how they compare to their relative benchmarks. Historical ...