3 I heard that there is a rule called Traffic light from Basel which is used to backtesting the VaR numbers. However I could not find exactly which regulation from Basel mandates that, …

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 …

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 …

Dec 1, 2019 · Compared to these, how do backtesting, historical simulation and Monte Carlo simulation resample the same dataset per run? "you often need hyper parameters to be …

Dec 27, 2022 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

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

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 …

Dec 15, 2023 · Regulators want to backtesting VaR estimates based on both Risk theoretical PnL and Actual PnL. My question is how can Backtesting of VaR be done with Actual PnL? …

So, you've got a cool trading idea for futures, and you want to see if it would have worked in the past without risking real money? That's exactly what backtesting is all about! This guide will …