The first phase of any backtesting exercise is the hypothesis specification and the determined time and ressource investment to properly test this hypothesis.
Monthly Archives: October 2015
backtesting second phase
The second phase of a backtesting exercise is to investigate quality of data. That by itself can be a tedious stask which is nevertheless necessary.
3rd backtesting phase
The 3rd phase consists of the hands on programer getting locked into the exercise in which cost of strategy along with proper simulation are performed.
4th backtesting phase
Before potential deployment, it is important to analyse to what extend the results of the backtest correspond to the hypothesis from first phase.
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Problem Formulation
The very first task in any project is to formulate a problem. Although many times obvious, this task is many times superfluously taken care off.
Hypothesis & Limits
Any quantitative solution is only correct within a tight set of assumptions. Their limits and consequences need to be understood as well as explained.