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€rnest Ch@n - B@cktesting


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The pre-recorded online course B@cktesting is now available. This consists of recorded Adobe Connect sessions. The focus is on discovering and avoiding various pitfalls during the backtesting process that may degrade performance forecasting. Illustrative exercises are drawn from a futures strategy and a stock portfolio trading strategy using M@TLAB. Free M@TLAB trial licenses will be arranged for extensive in-class exercises. No prior knowledge of M@TLAB is needed, but some experience with programming is necessary.

 

Total hours: 7.

 

Fee: $299.

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