Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with backtesting
Search options not deleted
user 20573
The process of evaluating a strategy, theory, or model by applying it to historical data.
2
votes
1
answer
139
views
Can I split my backtesting into multiple consecutive sub-periods?
I used 1500 data to estimate some parameters, and now I have other 1500 data for backtesting purposes (for a total of 3000 data on return series). …
- 449
1
vote
0
answers
310
views
Relationship between in-sample and out-sample periods length
I have two general questions regarding "in-sample fitting vs. out-of-sample backtesting" kind of analyses. …
- 449
3
votes
0
answers
1k
views
'GARCH - extreme value theory - copula' approach to estimate risk measures in R
I'm reading about this approach of using GARCH-EVT-copula methodology to separate univariate and joint estimation and then estimate for example VaR and ES. I wanted to try something similar, but my at …
- 449