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Back testing a basket of stocks is testing each stock as an individual item.
You just run the group at one time. Each stock has its own capital amount.
Basically as AB does it now.
Portfolio testing is backtesting all the stocks as a single item with the
trades of all stocks affecting a single capital base.
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: mozpet2001 [mailto:petterlin@xxxxxxxxxxxxxx]
Sent: Tuesday, 1 April 2003 6:38 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Help with definition
I know there are a lot of gurus out there, so could someone please
explain "concisely" what portfolio testing is.
How is this different from testing a basket of stocks?
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