Backtesting
Term used in modeling to refer to testing a predictive model on historical data
Backtesting is a term used in modeling to refer to testing a predictive model on historical data. Backtesting is a type of retrodiction, and a special type of cross-validation applied to previous time period(s).
Nº Q798528 ★
Common · Knowledge
Backtesting
Term used in modeling to refer to testing a predictive model on historical data
Backtesting is a term used in modeling to refer to testing a predictive model on historical data. Backtesting is a type of retrodiction, and a special type of cross-validation applied to previous time period(s).
From Wikipedia
Backtesting is a term used in modeling to refer to testing a predictive model on historical data. Backtesting is a type of retrodiction, and a special type of cross-validation applied to previous time period(s). In quantitative finance, backtesting is an important step before deploying algorithmic strategies in live markets.
Text: Wikipédia, CC BY-SA 4.0. · Image: HendrikHeuvelrug (CC BY-SA 4.0) ·
Related cards
-
Acceptance testing
Test conducted to determine if the requirements of a specification or contract are met
Nº Q322514 ★
Not listed
-
Cross-validation (statistics)
Statistical model validation technique
Nº Q541014 ★★
Not listed
-
Bootstrapping (statistics)
Statistical method
Nº Q301990 ★★★
Not listed
-
R
Return on capital
Measure for the return an investment generates for capital contributors
Nº Q245930 ★
Not listed
-
T
Training, validation, and test data sets
Three datasets used in machine learning
Nº Q3985153 ★★
Not listed
-
Analysis of variance
Collection of statistical models used to analyze the differences between group means and their associated procedures
Nº Q42297 ★★★
Not listed