V2EX backtesting

Backtesting

释义 Definition

Backtesting(回测):把某个交易策略、投资模型或决策规则应用到历史数据上,检验其在过去可能产生的表现(如收益、回撤、胜率等),以评估策略的有效性与风险。常用于量化交易、金融研究与数据科学。(也可更广义指“用历史数据验证方法/模型”)

发音 Pronunciation (IPA)

/bktst/

例句 Examples

I’m backtesting this strategy on last year’s data.
我正在用去年的数据对这个策略做回测。

Before using real money, the team backtested the model across multiple market cycles to check whether its performance was stable.
在投入真金白银之前,团队在多个市场周期上对模型进行了回测,以检验其表现是否稳定。

词源 Etymology

**back-**(向后、回溯)+ testing(测试)。字面意思是“向后测试”:回到过去(历史数据)中去测试策略或模型的表现。该词在量化金融与程序化交易语境中尤其常见。

相关词 Related Words

文学与著作 Literary Works

  • Ernest P. Chan, Algorithmic Trading: Winning Strategies and Their Rationale(讨论策略开发与回测方法)
  • Ernest P. Chan, Quantitative Trading: How to Build Your Own Algorithmic Trading Business(包含回测与实盘差异等要点)
  • Marcos López de Prado, Advances in Financial Machine Learning(涉及回测偏差、验证与稳健性检验)
  • David Aronson, Evidence-Based Technical Analysis(强调用历史数据检验交易规则与避免数据挖掘陷阱)
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