Backtesting Articles

Backtesting Research

Backtesting by Campbell R. Harvey and Yan LiuBacktesting by Enrico SchumannPseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance by David H. Bailey, Jonathan Borwein, Marcos Lopez de Prado and Qiji Jim ZhuBacktesting Strategies Based on Multiple Signals by Robert Novy-MarxImproving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks by Edmond Lezmi, Jules Roche, Thierry Roncalli and Jiali XuA Backtesting Protocol in the Era of Machine Learning by Robert D. Arnott, Campbell R. Harvey and Harry Markowitz

Tradewell Backtesting FAQ

Start Backtesting

All Features

Get started with Tradewell for free

Start with the free version and then upgrade once you need to run backtests with longer lookback periods or against an expanded set of metrics.

TradeBlock logo
FRED logo
CBOE logo
IEX logo
EIA logo
CME Group logo
Tradewell logo
© 2022 Tradewell, Inc. All rights reserved.