Backtesting

Results: 36



#Item
11Trend following / finance / stock market / technical analysis / Array programming / Backtesting / C / Strategy / Trading strategy / Software engineering / Computing / Computer programming

OpenQuant FAQ (Frequently Asked Questions) Table of Content How to develop spread / pair trading strategies in OpenQuant................................................................... 2 How to use timer to cancel an

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Source URL: www.smartquant.com

Language: English - Date: 2014-02-08 06:19:16
12Financial markets / Technical analysis software / Backtesting / Tests / MetaTrader 4 / Perceptron / Support vector machine / Python / Mass spectrometry software / Statistics / Software engineering / Computing

DeepThought 1.4 Machine Learning for Financial Trading Systems Deep Thought Software (NZ) Ltd www.deep-thought.co c

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Source URL: deep-thought.co

Language: English - Date: 2015-04-08 03:19:54
13Risk / Finance / Mathematical finance / Value at risk / Market risk / Quantitative analyst / Variance / RiskMetrics / Financial risk / Actuarial science / Financial economics

MEASURING TRADED MARKET RISK: VALUE-AT-RISK AND BACKTESTING TECHNIQUES Colleen Cassidy and Marianne Gizycki Research Discussion Paper

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Source URL: www.rba.gov.au

Language: English - Date: 2010-01-17 19:17:10
14Media in New York City / Financial data vendors / Finance / Backtesting / New York City / Business / Bloomberg L.P. / Bloomberg Television / Cable television in the United States

BLOOMBERG ENTERPRISE SOLUTIONS EVENT-DRIVEN FEEDS TEXTUAL NEWS

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Source URL: www.bloomberg.com

Language: English - Date: 2015-02-02 09:15:06
15Investment / Trading strategy / Updata / Backtesting / Trading room / Microsoft Excel / Technical analysis / CQG / Algorithmic trading / Financial economics / Finance / Financial markets

Updata - The world’s most advanced Technical Analysis Counted on by traders worldwide for 20 years Updata Professional Updata Professional provides advanced analytics and trade decision tools to traders and market anal

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Source URL: www.updata.co.uk

Language: English - Date: 2011-11-04 11:07:07
16Business / Finance / Financial markets / Risk / Basel II / Liquidity risk / Backtesting / Value at risk / Quantitative analyst / Actuarial science / Financial risk / Financial economics

September, 2012 RE: Fundamental Review of the Trading Book. (Consultative Document – May[removed]Dear Committee Members:

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Source URL: www.bis.org

Language: English - Date: 2012-09-25 10:21:00
17Risk / Finance / Mathematical finance / Value at risk / Financial markets / Basel II / Backtesting / Quantitative analyst / Arbitrage / Actuarial science / Financial risk / Financial economics

Comments on the Fundamental Review of the Trading Book (BCBS219, May[removed]Comments submitted by Jeremy ODonnell of Risk Appetite Limited [removed] 7 September 2012

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Source URL: www.bis.org

Language: English - Date: 2012-09-25 10:21:00
18Investment / Trading strategy / Backtesting / Algorithmic trading / Direct market access / Electronic trading / Pairs trade / Bloomberg / Quantitative analyst / Financial markets / Financial economics / Finance

Sponsored Statement Pathway to Performance The implementation jigsaw Apart from the immediate problem of encapsulating an idea in code, these traders also face various other

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Source URL: www.automatedtrader.net

Language: English - Date: 2012-07-30 03:39:33
19Financial risk / Mathematical finance / Statistical inference / Value at risk / Statistical hypothesis testing / Statistical power / Risk / Vector autoregression / Backtesting / Statistics / Hypothesis testing / Actuarial science

Backtesting VaR models: Quantitative and Qualitative Tests Carlos Blanco and Maksim Oks This is the first article in a two-part series analyzing the accuracy of risk measurement models. In this first article, we will pre

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Source URL: www.fea.com

Language: English - Date: 2012-03-30 09:42:00
20Finance / Economics / Banking in Canada / Financial regulation / Office of the Superintendent of Financial Institutions / Value at risk / Capital requirement / Economic model / Backtesting / Financial risk / Actuarial science / Financial economics

Value-at-Risk (VaR) Models Validation and Approval of Model Modifications Capital Adequacy Requirements, Guideline A, Part II

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Source URL: www.osfi-bsif.gc.ca

Language: English - Date: 2013-07-29 13:01:06
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