Articles on backtesting, data quality and portfolio risk. Each has a named author, publication and review dates, primary references and links to the TradePolaris methods it describes.
ValidationOverfittingBacktestingStatisticsDataReproducibilityRiskOperationsBuyingFactorsStress testingAdvisoryReporting
Walk-forward testing separates the history used to choose a strategy from the history used to evaluate it. This article explains how folds, costs and repeated trials affect the evidence in a backtest.
Selecting a strategy from many trials changes how its Sharpe should be interpreted. Deflated Sharpe and the probability of backtest overfitting account for different parts of that selection process.
A backtest can use information that was unavailable at the decision time. This article examines historical universe membership, publication dates and revisions, and the records needed to review them.
Evaluate a risk system by how it explains a changed figure and reconstructs an earlier report. This checklist focuses on computation, coverage, reproducibility and team review.
A stress test estimates loss under a stated scenario. Factor attribution helps explain which exposures produced that estimate and which assumptions the portfolio review should examine.
A client risk report should explain modeled losses and retain the basis for each figure. A methodology appendix lets advisers and reviewers inspect the calculation.
TradePolaris provides research software for paper trading. It does not provide investment advice. Worked examples in these articles are illustrative. Backtested and hypothetical results do not predict future performance. See our Disclaimer.