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Technical Analysis, Inc.
Stocks & Commodities V. 43:11 (37, 21): Algo Q&A by Kevin J. Davey
Stocks & Commodities V. 43:11 (37, 21): Algo Q&A by Kevin J. Davey
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Algo Q&A by Kevin J. Davey
OPTIMIZATION AND BACKTESTING
What do you feel is the value of the optimization and backtesting process? Is there a useful way to use backtests to “predict” future results and whether or not a strategy may be viable?
First off, the U.S. government says this about backtesting: “Past performance is not necessarily indicative of future results.” In other words, don’t rely on backtests ...
OPTIMIZATION AND BACKTESTING
What do you feel is the value of the optimization and backtesting process? Is there a useful way to use backtests to “predict” future results and whether or not a strategy may be viable?
First off, the U.S. government says this about backtesting: “Past performance is not necessarily indicative of future results.” In other words, don’t rely on backtests ...
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