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Backtesting – Myths versus Reality

Backtesting – Myths versus Reality

In the highly competitive world of professional investment management, every manager strives
to create or develop an investment strategy that will perform well during a variety of economic
and market environments. The hope, of course, is to be able to market a new approach to
investing that will attract new assets and generate untold wealth to the creators (and managers) of
that strategy.

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