The Essence of Backtesting webinar

(Last Updated On: April 21, 2015)

The Essence of Backtesting webinar

You are invited to join us for a special workshop on the Essence of Backtesting.

Presenter: Dr. Alex Krishtop, Director of Education, ATA

Date: Wednesday, April 22 at 5PM EDT
Event Link: http://www.atassn.com/events/BacktestingUS

Date: Wednesday, April 29 at 7AM EDT
Event Link: http://www.atassn.com/events/BacktestingEUR


Backtesting is one of the cornerstones of systematic trading, and at the same time it is possibly the most incorrectly understood and interpreted part of it. It is impossible to cover all important aspects of backtesting in just one webinar and we will hold a series of webinars dedicated to only this important part of systematic trading.

As the name implies, backtesting is most often considered as just simulated trades placed on past data. That’s why many antagonists of systematic trading in general and backtesting in particular often say that backtesting is useless: it is unable to tell us anything about future. However although formally this is correct, it is only the interpretation of the results that makes backtesting meaningful or useless.

In this webinar which opens the series of webinars dedicated to backtesting you will learn why backtesting if interpreted properly is still the only way to judge whether a trading system is capable of making gains in the future.

Have a great day trading!

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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