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The process of evaluating a strategy, theory, or model by applying it to historical data.

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At the moment the backtester has a portfolio; a portfolio is associated with one strategy. The backtester is used to test different strategies one at a time, giving their return, Sharpe, drawdown. But …
asked Aug 15 '16 by A.L. Verminburger
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In the context of a backtesting engine, is it better to have strategy generate trade signals in the range from -1 to 1 or as exact predicted returns (e.g. -12% or 26%). … Is there some standard literature on this (be it backtesting component design or alpha strategy design)? …
asked Jun 5 '16 by A.L. Verminburger