When backtesting portfolio strategies, a 9-12 year lookback period is optimal, but incorporating a 25-year lookback can enhance predictiveness. Trimmed alpha is the most predictive performance measure ...

In the fast-paced world of forex trading, success often hinges on preparation and strategy. Backtesting is one of the most effective ways for traders to refine their approaches before putting real ...

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Beyond the artificial intelligence (AI) stock frenzy, credit investors are adapting to AI and integrating growing volumes of financial factor data into their research. Very soon, AI systems will learn ...

Technical Analysis Backtest: This section highlights the top-performing technical indicators for NDX and SPX over multiple holding periods and how they compare to their relative benchmarks. Historical ...