Back test - Revision history

imported>Doug Williamson: Headings and layout.

2021-04-08T14:14:45Z

Headings and layout.

← Older revision		Revision as of 14:14, 8 April 2021
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	~~===~~Scenario analysis~~===~~		''Sensitivity analysis and stress testing.''
	Back testing is a form of [[scenario analysis]] in which historical data are input into a financial forecasting model.

			'''Scenario analysis'''

			Back testing is a form of scenario analysis in which historical data are input into a financial forecasting model.

	The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.		The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.


	~~===~~Model testing~~===~~		'''Model testing'''

	Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model.		Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model.

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	== See also ==		== See also ==
			* [[Reverse stress test]]
	* [[Scenario analysis]]		* [[Scenario analysis]]
			* [[Sensitivity analysis]]
	* [[Shadow model]]		* [[Shadow model]]
	* [[Stress test]]		* [[Stress test]]

imported>Doug Williamson: Classify page.

2020-12-21T15:43:49Z

Classify page.

← Older revision		Revision as of 15:43, 21 December 2020
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	== See also ==		== See also ==
	* [[Scenario analysis]]		* [[Scenario analysis]]
			* [[Shadow model]]
	* [[Stress test]]		* [[Stress test]]

			[[Category:Corporate_finance]]
			[[Category:Identify_and_assess_risks]]
			[[Category:Manage_risks]]

imported>Doug Williamson: Layout.

2016-05-13T14:57:43Z

Layout.

← Older revision		Revision as of 14:57, 13 May 2016
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	The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.		The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.


	===Model testing===		===Model testing===

imported>Doug Williamson: Shorten sentences.

2016-02-08T21:31:07Z

Shorten sentences.

← Older revision		Revision as of 21:31, 8 February 2016
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	Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model.		Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model.

	In this form of back testing historical data are input into the forecasting model~~, and the~~ outputs from the model being back tested are compared with the related actual data for the variable being forecast by the model.		In this form of back testing historical data are input into the forecasting model.

			The outputs from the model being back tested are then compared with the related actual data for the variable being forecast by the model.

	Any differences identified may be the result of errors or limitations in the forecasting model.		Any differences identified may be the result of errors or limitations in the forecasting model.

imported>Doug Williamson: Spacing and subheadings.

2016-02-08T21:30:02Z

Spacing and subheadings.

← Older revision		Revision as of 21:30, 8 February 2016
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	Back testing is a form of [[scenario analysis]] in which historical data are input into a financial forecasting model. The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.		===Scenario analysis===
			Back testing is a form of [[scenario analysis]] in which historical data are input into a financial forecasting model.

			The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.

			===Model testing===
			Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model.

			In this form of back testing historical data are input into the forecasting model, and the outputs from the model being back tested are compared with the related actual data for the variable being forecast by the model.

			Any differences identified may be the result of errors or limitations in the forecasting model.

	Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model. In this form of back testing historical data are input into the forecasting model, and the outputs from the model being back tested are compared with the related actual data for the variable being forecast by the model. Any differences identified may be the result of errors or limitations in the forecasting model.

	== See also ==		== See also ==
	* [[Scenario analysis]]		* [[Scenario analysis]]
	* [[Stress test]]		* [[Stress test]]

imported>Charles Cresswell at 17:10, 5 August 2013

2013-08-05T17:10:45Z

← Older revision		Revision as of 17:10, 5 August 2013
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	Back testing is a form of [scenario analysis] in which historical data are input into a financial forecasting model. The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.		Back testing is a form of [[scenario analysis]] in which historical data are input into a financial forecasting model. The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.

	Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model. In this form of back testing historical data are input into the forecasting model, and the outputs from the model being back tested are compared with the related actual data for the variable being forecast by the model. Any differences identified may be the result of errors or limitations in the forecasting model.		Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model. In this form of back testing historical data are input into the forecasting model, and the outputs from the model being back tested are compared with the related actual data for the variable being forecast by the model. Any differences identified may be the result of errors or limitations in the forecasting model.

imported>Charles Cresswell at 17:10, 5 August 2013

2013-08-05T17:10:36Z

← Older revision		Revision as of 17:10, 5 August 2013
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	Back testing is a form of scenario analysis in which historical data are input into a financial forecasting model. The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.		Back testing is a form of [scenario analysis] in which historical data are input into a financial forecasting model. The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.

	Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model. In this form of back testing historical data are input into the forecasting model, and the outputs from the model being back tested are compared with the related actual data for the variable being forecast by the model. Any differences identified may be the result of errors or limitations in the forecasting model.		Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model. In this form of back testing historical data are input into the forecasting model, and the outputs from the model being back tested are compared with the related actual data for the variable being forecast by the model. Any differences identified may be the result of errors or limitations in the forecasting model.

imported>Charles Cresswell at 17:10, 5 August 2013

2013-08-05T17:10:12Z

← Older revision		Revision as of 17:10, 5 August 2013
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	1.		Back testing is a form of scenario analysis in which historical data are input into a financial forecasting model. The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.
	Back testing is a form of scenario analysis in which historical data are input into a financial forecasting model.
	The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.

	2.		Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model. In this form of back testing historical data are input into the forecasting model, and the outputs from the model being back tested are compared with the related actual data for the variable being forecast by the model. Any differences identified may be the result of errors or limitations in the forecasting model.
	Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model.

	In this form of back testing historical data are input into the forecasting model, and the outputs from the model being back tested are compared with the related actual data for the variable being forecast by the model. Any differences identified may be the result of errors or limitations in the forecasting model.

	== See also ==		== See also ==
	* [[Scenario analysis]]		* [[Scenario analysis]]
	* [[Stress test]]		* [[Stress test]]

imported>Administrator: CSV import

2012-10-23T14:09:48Z

CSV import

New page

1.
Back testing is a form of scenario analysis in which historical data are input into a financial forecasting model.
The idea is to identify - according to the model being used for the back testing - what the future outcomes would be if the selected historical scenarios were to recur in the future.

2.
Another use of back testing is to test the validity and accuracy of the forecasting model itself, in cases where actual historical data is available in relation to the output of the model.

In this form of back testing historical data are input into the forecasting model, and the outputs from the model being back tested are compared with the related actual data for the variable being forecast by the model. Any differences identified may be the result of errors or limitations in the forecasting model.

== See also ==
* [[Scenario analysis]]
* [[Stress test]]