James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...

GuruFocus launched the new Backtesting feature within the All-in-One Guru Screener on June 20, allowing users to model an investing strategy's performance relative to the Standard & Poor's 500 index, ...

In my last column, I described a strategy for finding mutual fund candidates using Morningstar's free mutual fund screener (www.morningstar.com). That screen relied mostly on Morningstar's risk and ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Pete Rathburn is a copy editor and fact-checker with expertise in economics and ...

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 ...

While it may be true, as told by the Roman poet, Horace, and quoted by Ben Graham and David Dodd in their front piece to Security Analysis, that "many shall be restored that are fallen…", it is also ...

Backtesting is the process of applying a trading strategy to historical price data to see how it would have performed in the past. It allows traders to test their ideas and plans without using real ...

Today’s market pressures require investment funds to reassess their valuation process often. Many fund managers are implementing a process of “backtesting,” also known as a retrospective review, as a ...

In recent years, ESG investing has gained significant traction in the world of finance. Investors are increasingly looking beyond traditional financial metrics to assess the sustainability and ethical ...

This paper provides practical recommendations for the validation of the backtesting process under the targeted review of internal models (TRIM). It advises on the introductory steps for validating the ...