Constantin
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Learn backtesting using MATLAB
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The general idea For equity securities, a simple backtest will typically consist of two steps: Computation of the portfolio return resulting from your portfolio formation rule (or trading strategy) ...

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Event studies using revenue data vs. measuring abnormal returns
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Revenue data for non-public companies are available only at a very low frequency, based on financial reporting requirements. It would be impossible to have a long enough period to estimate the normal ...

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