Backtesting can help an investor determine whether a specific trading strategy would have led to potential returns on an investment over a certain past time period. Backtesting is a method that ...

Backtesting financial models over long horizons inevitably leads to overlapping returns, giving rise to correlated samples. In this paper Nikolai Nowaczyk and Vladimir Piterbarg propose a new method ...

In the end, traders are taking a bet on their money without being sure of its worth. This is where backtesting comes to the rescue. This article highlights the concept of backtesting, its ...

Portfolio and security-level factor backtesting and signal strength evaluation. Custom risk measure/risk model development. Universe filtering. The upcoming “BQuant Credit Factors” demo ...

Vanguard Intermediate-Term Treasury Index Fund ETF Shares provides a low expense ratio of 0.04% and high liquidity. Learn ...

Welcome to Data Spotlight, our series showcasing insights derived from Bloomberg’s 8,000+ enterprise datasets available on data.bloomberg.com via Data License. In this edition we take a look at ...

If you have no way to verify the statistical prowess of the MMM providers you’re considering, here are some questions you can ...

Election prediction models are not like polls — and Silver's Trump odds are not all that different from others.

With transformation efforts, M&As and revenue diversification expected to boost the healthcare market, should investors ...

In case you are wondering, which stocks to buy and at what time, ProPicks offers a game-changing approach to stock selection by leveraging advanced AI-driven analysis to help investors pinpoint ...

VIOO seeks to track the investment performance of the S&P SmallCap 600 Index. Read what makes VIOO ETF a solid investment ...