Difference between revisions of "Backtesting"
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| − | |keywords=artificial, intelligence, machine, learning, models | + | |keywords=ChatGPT, artificial, intelligence, machine, learning, GPT-4, GPT-5, NLP, NLG, NLC, NLU, models, data, singularity, moonshot, Sentience, AGI, Emergence, Moonshot, Explainable, TensorFlow, Google, Nvidia, Microsoft, Azure, Amazon, AWS, Hugging Face, OpenAI, Tensorflow, OpenAI, Google, Nvidia, Microsoft, Azure, Amazon, AWS, Meta, LLM, metaverse, assistants, agents, digital twin, IoT, Transhumanism, Immersive Reality, Generative AI, Conversational AI, Perplexity, Bing, You, Bard, Ernie, prompt Engineering LangChain, Video/Image, Vision, End-to-End Speech, Synthesize Speech, Speech Recognition, Stanford, MIT |description=Helpful resources for your journey with artificial intelligence; videos, articles, techniques, courses, profiles, and tools |
| − | |description=Helpful resources for your journey with artificial intelligence; videos, articles, techniques, courses, profiles, and tools | + | |
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| − | [ | + | [https://www.youtube.com/results?search_query=~backtesting+artificial+intelligence+ai+deep+learning Youtube search...] |
| − | [ | + | [https://www.google.com/search?q=~backtesting+artificial+intelligence+ai+deep+learning ...Google search] |
* [[Case Studies]] | * [[Case Studies]] | ||
** [[Finance & Accounting]] | ** [[Finance & Accounting]] | ||
| − | ** [[ | + | ** [[Market Trading]] |
** [[Meteorology]] | ** [[Meteorology]] | ||
** [[Seismology]] | ** [[Seismology]] | ||
** [[Environmental Science]] | ** [[Environmental Science]] | ||
| − | * [[Forecasting]] | + | * [[Prescriptive Analytics|Prescriptive &]] [[Predictive Analytics]] ... [[Operations & Maintenance|Predictive Operations]] ... [[Forecasting]] ... [[Excel#Excel - Forecasting|with Excel]] ... [[Market Trading]] ... [[Sports Prediction]] ... [[Marketing]] ... [[Politics]] |
* [[Cross-Validation]] | * [[Cross-Validation]] | ||
* [[Data Preprocessing#Time-Series Data|Time-Series Data]] | * [[Data Preprocessing#Time-Series Data|Time-Series Data]] | ||
* [[Loop#Feedback Loop - Stock Market Predictions|Feedback Loop - Stock Market Predictions]] | * [[Loop#Feedback Loop - Stock Market Predictions|Feedback Loop - Stock Market Predictions]] | ||
| − | * [ | + | * [https://aitopics.org/search?itok=IbyIb4mg&filters=concept-tagsRaw%3Abacktest Deep Learning for Forex Trading | AITopics -] [https://aaai.org/ The Association for the Advancement of Artificial Intelligence (AAAI)] |
| − | * [ | + | * [https://www.mdpi.com/2072-4292/9/9/932 Hindcasting and Forecasting of Surface Flow Fields through Assimilating High Frequency Remotely Sensing Radar Data | Lei Ren and Michael Hartnett - MDPI] In order to improve the [[Forecasting|forecasting]] ability of numerical models, a [[Data Preprocessing#Time-Series Data|sequential data]] assimilation scheme, nudging, was applied to blend remotely sensing high-frequency (HF) radar surface currents with results from a [[3D Model|three-dimensional numerical]], [https://www.epa.gov/ceam/environmental-fluid-dynamics-code-efdc-brochure EFDC (Environmental Fluid Dynamics Code)] model. |
| − | * [ | + | * [https://pypi.org/project/Backtesting/ pypi.org] ...Backtest trading strategies in [[Python]] |
| − | * [ | + | * [https://towardsdatascience.com/introduction-to-backtesting-trading-strategies-7afae611a35e Introduction to backtesting trading strategies | Eryk Lewinson] ...Learn how to build and backtest trading strategies using zipline |
| + | * [https://www.quantopian.com/posts/python-based-open-source-backtesting-frameworks Python-based Open Source Backtesting Frameworks | Epsilon] | ||
* Tools: | * Tools: | ||
| − | ** [ | + | ** [https://www.zipline.io/index.html Zipline] ...used in production as the backtesting and live-trading engine powering [https://www.quantopian.com/ Quantopian] – a free, community-centered, hosted platform for building and executing trading strategies. |
| − | ** [ | + | ** [https://qtpylib.io/docs/latest/index.html QTPyLib] ...[[Python]]ic Algorithmic Trading |
| − | ** [ | + | ** [https://kernc.github.io/backtesting.py/ Backtesting.py] ...Backtest trading strategies in [[Python]] |
| − | ** [ | + | ** [https://www.backtrader.com/ Backtrader] ...focus on writing reusable trading strategies, indicators and analyzers instead of having to spend time building infrastructure. |
| + | |||
| + | <b>Backtesting</b> is a term used in modeling to refer to testing a predictive model on historical data. Backtesting is a type of retrodiction, and a special type of [[Cross-Validation|cross-validation]] applied to previous time period(s). Backtesting is a term used in oceanography, meteorology and the financial industry to refer to testing a predictive model using existing historic data. Backtesting is a kind of retrodiction, and a special type of [[Cross-Validation|cross-validation]] applied to [[Data Preprocessing#Time-Series Data|time series data]]. ...In oceanography and [[Meteorology|meteorology]], backtesting is also known as <b>hindcasting</b>: a hindcast is a way of testing a mathematical model; researchers enter known or closely estimated inputs for past events into the model to see how well the output matches the known results. Hindcasting usually refers to a numerical-model integration of a historical period where no observations have been assimilated. This distinguishes a hindcast run from a reanalysis. [https://en.wikipedia.org/wiki/Backtesting Backtesting | Wikipedia] | ||
| − | <b> | + | <b>Retrodiction</b> (also known as postdiction—although this should not be confused with the use of the term in criticisms of parapsychological research) is the act of making a "prediction" about the past. [https://en.wikipedia.org/wiki/Retrodiction Retrodiction | Wikipedia] |
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<youtube>P8dqxcFjJfo</youtube> | <youtube>P8dqxcFjJfo</youtube> | ||
<b>What is BACKTESTING? What does BACKTESTING mean? BACKTESTING meaning, definition & explanation | <b>What is BACKTESTING? What does BACKTESTING mean? BACKTESTING meaning, definition & explanation | ||
| − | </b><br> | + | </b><br>https://www.theaudiopedia.com What is BACKTESTING? What does BACKTESTING mean? BACKTESTING meaning - BACKTESTING pronunciation - BACKTESTING definition - BACKTESTING explanation - How to pronounce BACKTESTING? Source: Wikipedia.org article, adapted under https://creativecommons.org/licenses/... license. Backtesting is a term used in oceanography, meteorology and the financial industry to refer to testing a predictive model using existing historic data. Backtesting is a kind of retrodiction, and a special type of cross-validation applied to time series data. ...In oceanography and meteorology, backtesting is also known as hindcasting: a hindcast is a way of testing a mathematical model; known or closely estimated inputs for past events are entered into the model to see how well the output matches the known results. |
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<youtube>ipEZP1ghCLw</youtube> | <youtube>ipEZP1ghCLw</youtube> | ||
<b>What is Backtesting? | <b>What is Backtesting? | ||
| − | </b><br>Equities Lab What is backtesting? A backtest is simply the easiest way to verify how well your investment strategy has performed over the past X number of years. It doesn't indicate future performance, but it is a wonderful starting place when finding new companies to invest in. Website: | + | </b><br>Equities Lab What is backtesting? A backtest is simply the easiest way to verify how well your investment strategy has performed over the past X number of years. It doesn't indicate future performance, but it is a wonderful starting place when finding new companies to invest in. Website: https://equitieslab.com |
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Latest revision as of 19:14, 3 September 2023
Youtube search... ...Google search
- Case Studies
- Prescriptive & Predictive Analytics ... Predictive Operations ... Forecasting ... with Excel ... Market Trading ... Sports Prediction ... Marketing ... Politics
- Cross-Validation
- Time-Series Data
- Feedback Loop - Stock Market Predictions
- Deep Learning for Forex Trading | AITopics - The Association for the Advancement of Artificial Intelligence (AAAI)
- Hindcasting and Forecasting of Surface Flow Fields through Assimilating High Frequency Remotely Sensing Radar Data | Lei Ren and Michael Hartnett - MDPI In order to improve the forecasting ability of numerical models, a sequential data assimilation scheme, nudging, was applied to blend remotely sensing high-frequency (HF) radar surface currents with results from a three-dimensional numerical, EFDC (Environmental Fluid Dynamics Code) model.
- pypi.org ...Backtest trading strategies in Python
- Introduction to backtesting trading strategies | Eryk Lewinson ...Learn how to build and backtest trading strategies using zipline
- Python-based Open Source Backtesting Frameworks | Epsilon
- Tools:
- Zipline ...used in production as the backtesting and live-trading engine powering Quantopian – a free, community-centered, hosted platform for building and executing trading strategies.
- QTPyLib ...Pythonic Algorithmic Trading
- Backtesting.py ...Backtest trading strategies in Python
- Backtrader ...focus on writing reusable trading strategies, indicators and analyzers instead of having to spend time building infrastructure.
Backtesting is a term used in modeling to refer to testing a predictive model on historical data. Backtesting is a type of retrodiction, and a special type of cross-validation applied to previous time period(s). Backtesting is a term used in oceanography, meteorology and the financial industry to refer to testing a predictive model using existing historic data. Backtesting is a kind of retrodiction, and a special type of cross-validation applied to time series data. ...In oceanography and meteorology, backtesting is also known as hindcasting: a hindcast is a way of testing a mathematical model; researchers enter known or closely estimated inputs for past events into the model to see how well the output matches the known results. Hindcasting usually refers to a numerical-model integration of a historical period where no observations have been assimilated. This distinguishes a hindcast run from a reanalysis. Backtesting | Wikipedia
Retrodiction (also known as postdiction—although this should not be confused with the use of the term in criticisms of parapsychological research) is the act of making a "prediction" about the past. Retrodiction | Wikipedia
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