South African traders quickly notice that markets often move in repeatable ways after big data releases and policy events.

“I have never seen a bad backtest” is an often stated criticism of backtesting that has a high degree of truth to it - many strategies launch with strong backtests yet do not pan out as intended. In ...

Traders can trade efficiently when they quantify risk and return for their strategy. Analyzing the history and predicting the future behaviour of a trading strategy is at the core of backtesting. It ...

"The one size fits all approach of standardized testing is convenient but lazy." - James Dyson In my travels around the country presenting to and meeting with hundreds of financial advisors and ...