Correctness of backtest engines

Löw, Robert; Maier-Paape, Stanislaus; Platen, Andreas (Corresponding author)

London : Incisive Media Ltd (2017)
Journal Article

In: The Journal of Investment Strategies
Volume: 6
Issue: 3
Page(s)/Article-Nr.: 31-52

Institutions

• Department of Mathematics [110000]
• Mathematics Teaching and Research Area [111920]