The red zone indicates a backtesting result that almost certainly indicates a problem with a bank’s risk model. etc Traffic light rating systems are widely used not only for VaR backtesting, but for all sorts …

Dec 10, 2025 · Backtesting is a systematic method used to evaluate how a trading strategy would have performed in past market conditions. In forex education, this approach allows traders to apply …

Dec 25, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Are there any good, usable tools for backtesting option strategies (or add-ons for standard packages or online-services or whatever). Please also provide infos on price and quality of the products if possible.

Jun 20, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Dec 1, 2019 · To start, a brief description of their procedure might help for comparison. Backtesting Historical simulation Monte Carlo simulation Bootstrap replication Cross-validation

Backtesting Level 2 futures data in NinjaTrader 8 might seem like a big mountain to climb, but by breaking it down into these steps, it becomes much more manageable.

Jun 26, 2016 · Backtesting on historical options data Papers about backtesting option trading strategies In particular I am interested in spread trading. From these I've gathered backtesting these strategies …

Dec 15, 2023 · According to "Backtesting requirements compare the value-at-risk (VaR) measure calibrated to a one-day holding period against and hypothetical P&L (HPL) over the prior 12 months. …

Feb 3, 2025 · Backtesting specifically, and any forecasting method in general, has limits and that’s perhaps the biggest challenge for traders to understand. Some traders place so much reliance on …