Ben Carlson at Ritholtz Asset Management reminds us that backtesting offers no shortcuts to investment nirvana. As he correctly points out, there are numerous shortcomings in the art/science of ...

Forex trading often feels like a constant stream of noise. Prices jump on central-bank comments, rumours move markets faster ...

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 ...

Yes, I would like to be contacted by a representative to learn more about Bloomberg's solutions and services. By submitting this information, I agree to the privacy policy and to learn more about ...