Bab 6 Chapter Four:Back-testing、model approval process and strategy lifecycle
In this chapter, we will be discussing the criteria and procedures relating to back-testing, model approval, and strategy lifecycle. While these designs were originally intended for trading rooms, I believe that these processes are equally essential for both retail traders and trading rooms.
In essence, after designing a trading model, it needs to undergo a testing phase before actual implementation. The industry recognizes three types of testing forms. The first type involves conducting a back-test of the trading system using historical data. The second type directly uses live trading to test the system. The third type involves conducting a back-test using historical data while simultaneously performing live trading tests. I believe that using the third method produces the most reliable data. It not only allows for the analysis of a large amount of historical data to improve the trading model, but/>
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