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• Backtesting And Edgetesting by Damir Wallener

  ARTICLE SYNOPSIS ...Stocks & Commodities V. 23:3 (22-26): Backtesting And Edgetesting by Damir Wallener Anybody with a computer and an Internet connection can evaluate trading strategies. But how do you judge the validity and significance of the results? Here's a look at some of the pitfalls awaiting the unwary. The age of program trading for the masses has arrived. Backtesting -- the evaluation of strategies against reams of historical data -- is easy to do, but useful, trustworthy advice on the validity and significance of backtesting results remains in relatively short supply. In this article I will walk you t...

AUTHOR: Damir WallenerDATE: MAR 2005SUBJECT: System Design