Report Archive
Advantage Point In Time
Point-In-Time Data Remove A Backtesting Bias- 07-Jul-2009
A study to show how Point-In-Time data helps with backtesting accuracy. Deciles are calculated correctly and portfolio performance metrics are more reliable. Point-In-Time data available for Global equities and indexes data like the FTSE and S&P 500.
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- Products: MarketQA
- Keywords: S&P 500
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