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) ·
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