Englisch - Türkisch
Definition von backtesting im Englisch Türkisch wörterbuch
- Geriye dönük test: Modellerin doğruluğunu ve performansını ölçmek amacıyla modelden elde edilen sonuçların gerçekleşen değerler ile karşılaştırılması şeklinde uygulanan test yöntemi
Englisch - Englisch
Definition von backtesting im Englisch Englisch wörterbuch
- The process of testing a strategy, model etc. using data from a previous time
- Backtesting (or back-testing or hindcasting) is the process of evaluating a strategy, theory, or model by applying it to historical data. Backtesting can be used in situations like studying how a trading method would have performed in past stock markets or how a model of climate and weather patterns would have matched past measurements. A key element of backtesting that differentiates it from other forms of historical testing is that backtesting calculates how a strategy would have performed if it had actually been applied in the past. This requires the backtest to replicate the conditions of the time in question in order to get an accurate result. Backtesting is a common and methodologically accepted approach to research, however a high or successful correlation between a backtested strategy and historical results can never prove a theory correct, since past results do not necessarily indicate future results. In other words, things are always changing, but in a world where yesterday bears some resemblance to today, backtesting can be a useful tool of analysis and prediction