Hiroshi Tanase, executive director of product analysis and design at S&P Global Market Intelligence, explores why, with the implementation of phase five of uncleared margin rules last September and ...

In the constantly changing world of cryptocurrency trading, artificial intelligence (AI) has emerged as one of the strongest tools available to traders who demand data-informed decisions. But an AI ...

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 uses ...

In the fast-paced world of forex trading, success often hinges on preparation and strategy. Backtesting is one of the most effective ways for traders to refine their approaches before putting real ...

When backtesting portfolio strategies, a 9-12 year lookback period is optimal, but incorporating a 25-year lookback can enhance predictiveness. Trimmed alpha is the most predictive performance measure ...

The debate on the backtestability of expected shortfall (ES) is almost as old as the risk measure itself. Despite warnings from prominent quants that the measure was unsuitable because no backtest ...

Trading bots have changed the financial markets by automating trading processes and enabling traders to execute strategies efficiently. These automated systems utilize algorithms and programming to ...

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I discuss the incentive compatibility of comparative and calibration backtesting for banking regulation. In stylized models of risk reporting, calibration backtesting leads to uninformed risk reports ...