This is the 7th section in our series on building forex trading systems. [B]What you will learn: - Pros and cons of backtesting software - Variables to account for in your backtesting - ...

Backtesting software is a complicated subject. In this first section, we will look at the pros and cons of software applications like those provided by your dealer, and specifically the kind of work ...

Backtesting financial models over long horizons inevitably leads to overlapping returns, giving rise to correlated samples. In this paper Nikolai Nowaczyk and Vladimir Piterbarg propose a new method ...