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August 13, 2021AIDEA Back Testing Performance and Portfolio Holdings Analysis Alex Ford Vice PresidentAIDEA Meeting Agenda I. Investment Performance. ForwardLooking Capital Market Assumptions III.
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Collect historical data for the asset or strategy being tested.
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Back testing performance is a process used to assess the accuracy of a trading strategy by applying it to historical data.
Investment firms and financial institutions are required to file back testing performance.
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The purpose of back testing performance is to evaluate the effectiveness and reliability of a trading strategy.
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