27Aug

Cantab Partners: The Art of Backtesting

THE ART OF BACKTESTING
26 AUGUST 2015 / DR MATTHEW KILLEYA AND CLAUS SIMON
Backtesting is at the heart of systematic investment. Done correctly, and it can recreate reality closely enough to identify systematic patterns which are likely to persist in the future. Patterns discovered by a robust backtest can be exploited to generate returns. But there are many subtle pitfalls to be avoided, and this is where the best researchers earn their salt.

INTRODUCTION

Systematic firms combine three key pillars: data, technology and people. Historical data related to financial instruments is critical to discovering and refining . . .

SORRY!

This content is exclusively for paying members. Access all of our content on including years of timeless investment news and in depth analysis for only a few dollars a month by signing up here while also supporting quality content and journalism, or learn more about our premium content here

If you are subscribed and having an account error please clear cache and then cookies if that does not work email support@valuewalk.com and we will get back to you as quick as humanly possible

Author

If you are interested in contributing to ValueWalk on a regular or one time basis read this post http://www.valuewalk.com/guest-posts-hedge-fund-letters/ We do not accept any outside posts or even ads on penny stocks, ICOs, cryptos, forex, binary options and related products.

Related Posts

Hedge funds
29Jun

R.G. Niederhoffer Flagship Hedge Fund Up 10% in June

By

  R.G. Niederhoffer is a hedge fund, based in New York, headed by Roy Niederhoffer. The fund's programs from largest to smallest, Diversifed, Trend-Hedge, Optimal Alpha, Negative Correlation, and iHedge... read more

03Jul

[From The Archives] Century Partners Barron’s Interview — Part Two

By

Continued from part one…. Towards the end of 1968, many of the pressures Century Partners noticed during the second half of 1967 began to reappear. Inflation started to rise, putting... read more

Yahoo
23Jul

Marissa Mayer: Saviour or Symbol?

By

In the tech world, probably more than any other sector, a charismatic and visionary CEO is all important. Yahoo! Inc. (NASDAQ:YHOO), a company with an already ailing business model,... read more

01Aug

Morning News: Updates on MA, CMCSA, ADP, HOG, COST, BMW, GLE, MS, EMC

By

    Every morning we put out a report with the latest news in global stock markets, company news, and global economic news. Stocks in focus today include; MA, CMCSA, ADP, HOG,... read more

03Apr

Blackrock’s (BLK) Fink Seeks To Expand Influence Outside Wall Street

By

The world's largest asset manager Blackrock Inc. (NYSE:BLK) is seeking to increase the awareness of the brand beyond its usual Wall Street confines and into the domain of the wider... read more

MannKind
09Sep

Piper Jaffray Downgrades MannKind Corporation

By

MannKind Corporation and its new inhalable insulin treatment, Afrezza, has been a widely talked about topic throughout 2015.  During trials, Afrezza did very well and appeared to be a... read more

03Jan

Hedge Fund Diversification Still Hard To Find But Some Strategies Better Than Others

By

Diversification is one of the most fundamental guidelines when it comes to investing, and some investors may think that hedge funds are the easiest way to get it. However,... read more

Central Leather
15Sep

Benjamin Graham: Hide And Leather Vs. Central Leather

By

Every so often the internet throws up an undiscovered gem from the world of value investing. The latest offering is a selection of articles written by Benjamin Graham between 1919... read more

Global Allocation Fund
04Feb

Global Allocation Fund January 2019 Commentary “now Central Banks are achieving the task, but we cannot help to see that the way travel from Central Banks to car dealers keeps been a little too long…”

By

Global Allocation Fund commentary for the month ended January 31, 2019. Q4 hedge fund letters, conference, scoops etc January has been the best month for equities in the last seven years.... read more

PWC Global AUM Projection
11Feb

PwC: Investment Assets To Swell To $102 Trillion By 2020

By

Global assets under management are expected to rise from $64 trillion to $102 trillion by 2020, growing at a 6% compounded annual rate, a new study predicts.  Nearly half... read more

Saved Articles
X
TextTExtLInkTextTExtLInk

The Life and Career of Charlie Munger

Charlie is more than just Warren Buffett’s friend and Berkshire Hathaway’s Vice Chairman – Buffett has actually credited him with redefining how he looks at investing. Now you can learn from Charlie firsthand via this incredible ebook and over a dozen other famous investor studies by signing up below:

  • Learn from the best and forever change your investing perspective
  • One incredible tidbit of knowledge after another in the page-turning masterpiece of a book
  • Discover the secrets to Charlie’s success and how to apply it to your investing
Never Miss A Story!
Subscribe to ValueWalk Newsletter. We respect your privacy.

Congrats! Are you a smart person?

We have an exclusive targeted for being a sophisticated and loyal reader.

Sign up for ValueWalkPremium today and get our exclusive content for 35% off.

Use coupon code vip19 or click on the button below

Limited time offer only ENDS 12/31/2019 or after next 25 subscribers take advantage whichever comes first – please do not share this discount with others

 

0