BACKTESTING
\bˈaktəstɪŋ], \bˈaktəstɪŋ], \b_ˈa_k_t_ə_s_t_ɪ_ŋ]\
Sort: Oldest first
-
The process of determining the validity of a VALUE ATRISK model by comparing actual profit and loss experience with results predicted by the model. The process is also applicable in investment management, where a current securities selection methodology is applied to prior periods to create a hypothetical performance history. See also PROFIT AND LOSS EXPLAIN.
By Henry Campbell Black
Word of the day
Dopamine Acetyltransferase
- An enzyme that catalyzes the of groups from acetyl-CoA to arylamines. They have wide specificity for aromatic amines, particularly serotonin, and can also catalyze acetyl transfer between arylamines without CoA. EC 2.3.1.5.