Backtesting Methods: From Simple to Sophisticated
Strategy Development
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January 8, 2024
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12 min read
Content Placeholder for Backtesting Methods Article
This article will cover:
• Walk-forward analysis
• Monte Carlo simulation
• Out-of-sample testing
• Cross-validation techniques
• Performance attribution analysis
• Common backtesting pitfalls
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Walk-Forward Analysis
Advanced walk-forward analysis techniques for robust strategy validation.
Monte Carlo Simulation
Using Monte Carlo methods to assess strategy robustness and risk.
Out-of-Sample Testing
Best practices for out-of-sample testing and validation.
Common Pitfalls
Identifying and avoiding common backtesting mistakes and biases.
Conclusion
Summary of best practices for comprehensive strategy backtesting.