Backtesting Strategy, Model Using Data from a Previous Time.
backtest backtests backtesting
Backtesting refer to testing a trading strategy or predictive model using existing historic data. Backtesting is a special type of cross-validation applied to time series data. “Patents & Provisional Business Method Patent Application (PPA) Disclosure Document Program (DDP) For Building & Testing Quality Research Productivity” uses type of cross-validation applied to time series data. “Expert Witness Testimony & Computer Litigation Support Of Trade Secrets & IP”, of Productivity and Quality Management Frontiers using time series data (Rushinek, 2004).
“Accelerator Boards, Memory, Power, Coprocessor, and Price in an Automated and Networked Matching Algorithm of Users’ Needs”, backtests the theory that Computers & Electrical Engineering can match user needs to vendors offering using cross-sectional regression analysis. (Rushinek & Rushinek, 1989)
Backtesting seeks to estimate the performance of a strategy if it had been employed during a past period. Much like “Computer Capacity Management & User Testing Facilities” have to measure their performance. “Performance Evaluation Methodology for Efficient & Effective of System Design look back to assess their performance in designing systems (Rushinek & Rushinek , 1983) This requires simulating past conditions with sufficient detail, making one limitation of backtesting the need for detailed historical data. “Expert Systems for Expert Witness Testimony” use Decision Sciences to analyze historical data (Rushinek & Rushinek, 1990, San Diego) “Word Processing Software in Office System Curriculum,” backtests “Faculty Competence and Employer Awareness” on calculating the” Feature Price Contribution Margin Multiple” using “Regression Model” for Office Systems Research applications (Rushinek & Rushinek, 1989)
A second limitation is the inability to model strategies that would affect historic prices. “Using Expert Systems for Forensic Accounting, Expert Witness Testimony and Computer Litigation Support” prevent accountant from affecting historical prices the way that future prices are affected. (Rushinek & Rushinek, Lauderdale 1995). “Automated Trading Strategy backtests Self-Funding Lecture Capture Systems Methodology To Enhance Instant Authorships, Create Automated Test Bank Production, And Supplement Educational Backup And Recovery Plans.” for International Education and New Learning Technologies.”(Rushinek & Rushinek, 2012)
Rushinek, A. and Rushinek, S. “Accelerator Boards, Memory, Power, Coprocessor, and Price in an Automated and Networked Matching Algorithm of Users’ Needs”, Computers & Electrical Engineering, Vol. 15, No.3/4, 131 142, 1998
Rushinek, A. and Rushinek, S. “Word Processing Software in Office System Curriculum, Faculty Competence and Employer Awareness: A Feature Price Contribution Margin Multiple Regression Model”, Office Systems Research Journal, spring, 1989.
Rushinek, A. and Rushinek, S. “But IF Lost Profits Damage Calculation Assumptions Violation Error Detection and Correction Expert System: Forensic Accounting, Expert Witness Testimony, & Computer Litigation Support from the Classroom to the Courtroom”, Southeast American Accounting Association Proceedings, SS Seaward, April, 1995.
Rushinek, A. and Rushinek S. “Health Care Forensic Information Technology Networks of Expert (FITN) Witnesses Teams Researching Investigative Tax, Accounting & Auditing (FIA) Forecasts Archives of Testimony, Assessment, Publishing, Teaching, Service, & WWW Multi-Media Consulting,” 2009 AAA American Accounting Association, Annual Meeting Proceedings, August 1-5, 2009, New York, New York.
Rushinek, A. and Rushinek, S. (2012, July) Automated Trading Strategy, Self-Funding Lecture Capture Systems Methodology To Enhance Instant Authorships, Create Automated Test Bank Production, And Supplement Educational Backup And Recovery Plans, EDULEARN12 Proceedings 4th International Conference on Education and New Learning Technologies, ISBN: 978-84-695-349, July 3, 2012, Barcelona, Spain http://library.iated.org/view/RUSHINEK2012AUT
Rushinek, A. and Rushinek, S. (2013, August) “GIWI Discrimination Prevention Controls & EEOC Compliance- Forensic Audit Expert Witness Testimony, Computer Litigation Support & Repurposing AV Surveillance for Mobi-MOOCs: “Google Camera Images Intrudes on Privacy” Linear Regression Analysis”, American Accounting Association AAA Annual Meeting, Research Advances in Worklife Balance and Gender, Anaheim, California, Monday August 5, 2013, 2:00 pm-3:30 pm http://aaahq.org/AM2013/abstract.cfm?submissionID=501 http://aaahq.org/AM2013/abstract.cfm?submissionID=972
Post time: 05-04-2017