Backtesting: What Is It Good For? [Part Two]
In part one, I looked at backtests and how, if not conducted properly, the data produced from these tests can be highly misleading.
However, as I noted in part one backtests should not be written off entirely. They have their uses, if used properly. This was a topic Jim O'Shaughnessy, Chairman and CEO of O'Shaughnessy Asset Management and author of
SORRY! This content is exclusively for paying members. If you are subscribed and having an account error please clear cache and cookies if that does not work email support@valuewalk.com or click Chat.
