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  2. Backtesting - Wikipedia

    en.wikipedia.org/wiki/Backtesting

    In oceanography [5] and meteorology, [6] backtesting is also known as hindcasting: a hindcast is a way of testing a mathematical model; researchers enter known or closely estimated inputs for past events into the model to see how well the output matches the known results. Hindcasting usually refers to a numerical-model integration of a ...

  3. Efficient frontier - Wikipedia

    en.wikipedia.org/wiki/Efficient_frontier

    With a risk-free asset, the straight capital allocation line is the efficient frontier. In modern portfolio theory, the efficient frontier (or portfolio frontier) is an investment portfolio which occupies the "efficient" parts of the risk–return spectrum. Formally, it is the set of portfolios which satisfy the condition that no other ...

  4. Black–Litterman model - Wikipedia

    en.wikipedia.org/wiki/Black–Litterman_model

    Black–Litterman model. In finance, the Black–Litterman model is a mathematical model for portfolio allocation developed in 1990 at Goldman Sachs by Fischer Black and Robert Litterman, and published in 1992. It seeks to overcome problems that institutional investors have encountered in applying modern portfolio theory in practice.

  5. MultiCharts - Wikipedia

    en.wikipedia.org/wiki/MultiCharts

    MultiCharts is a professional electronic trading platform for individual and corporate traders. The platform provides the means to receive market data, perform technical analysis, and send and manage orders to a broker, both manually and automatically. MultiCharts supports multiple data feeds [1] and brokers [2], and provides the ability to ...

  6. Moody's Analytics Adds Customization Options to Portfolio ...

    www.aol.com/2013/10/07/moodys-analytics-adds...

    Moody's Analytics Adds Customization Options to Portfolio Analyzer Stress Testing Suite NEW YORK--(BUSINESS WIRE)-- Moody's Analytics, a leader in risk measurement and management, today announced ...

  7. Technical analysis - Wikipedia

    en.wikipedia.org/wiki/Technical_analysis

    Technical analysis. In finance, technical analysis is an analysis methodology for analysing and forecasting the direction of prices through the study of past market data, primarily price and volume. [ 1 ] As a type of active management, it stands in contradiction to much of modern portfolio theory.

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