Tag: backtest-methodology
Concepts
- Backtest PnL Attribution
- Start and End Date Sensitivity
- Benchmark Selection for Backtests
- Cash Drag and Idle Balance Accounting
- Execution Timing Randomization
- FX Conversion in Multi-Currency Backtests
- Intraday Versus Daily Backtest Granularity
- Partial Fills and Order Splitting
- Short-Sale Restrictions and the Uptick Rule
- Synthetic Market Data for Backtesting
- Trading Halts and Limit Moves
- Vectorized Backtesting and Its Tradeoffs
- Warmup and Burn-In Periods