Tag Archives: backtesting
Thalesians: events and videos
The Thalesians is a group that has been going for a few years in London, and is just about to have its first event in New York. It holds events on various topics that are generally not far from quantitative finance. Events The first New York talk will be held Wednesday 2011 February 23. Gerald … Continue reading
Backtesting — almost wordless
On Tuesday I gave a talk at the Thalesians entitled “Effective backtesting”. You can get the annotated slides but below is an almost wordless introduction to backtesting. Introduction Figure 1. When you backtest, you attempt to see how an investment strategy would have worked during some historical period of time. We can think of backtesting … Continue reading
Posted in almost wordless, Quant finance, Random portfolios
Tagged backtesting, outperformance
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