Home > Articles > Volume 42 (2024) > Chapter 4 (April 2024) > Stocks & Commodities V. 42:04 (22–27): Testing And Validating A Trading Model by Jacinta Chan, PhD

Stocks & Commodities V. 42:04 (22–27): Testing And Validating A Trading Model by Jacinta Chan, PhD

Stocks & Commodities V. 42:04 (22–27): Testing And Validating A Trading Model by Jacinta Chan, PhD
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Testing And Validating A Trading Model by Jacinta Chan, PhD

Stress tests? Scenario tests? Out-of-sample backtests? Monitoring? Paper trading? How can you decide a trading system is worthy of using? Last time, we presented the N-CAMA model, and tests were favorable. Has it generated profits on live data? Here’s a look at backtesting and live-testing the N-CAMA trading model.

Trading models require sufficient testing to be validated prior to acceptance and adoption for use. The purpose of validating the model is to identify the risk that it could fail to perform well in live trading. Trading models can appear to work well in a backtest ...




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