Does backtesting apply to you? Whether a phase five or six firm must conduct backtesting varies by jurisdiction. US regulators, for instance, don’t require all firms to backtest, while those in some ...

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 ...

Backtesting is a manual or systematic method of determining whether a trading strategy or concept has been profitable in the past. A trader can manually backtest a strategy or use backtesting software ...

Backtesting is an essential part of the trading and investment process as it reveals how a strategy would perform under real-market conditions. It enables traders and analysts to assess, through ...

The European Market Infrastructure Regulation (EMIR) 3 Refit comprises many moving parts. One notable element is a process revision for the validation of the models used to calculate initial margins.

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Portfolio Backtesting is a strategy used by investors and traders to backtest how a portfolio would have performed if they have invested in a few specific assets during a defined time frame. The ...