Quote: (12-31-2013 04:20 PM)WestIndianArchie Wrote:
Are there programs that let you run strategies using old data?
There's certainly some expensive ones out there, but the main problem is you end up finding patterns/strategies that would seem to be big winners but won't necessarily apply in today's environment.
The goal posts in terms of what years you start and stop the time period measurements can also hugely skew the "returns".
Finally, I'm not assuming you think this way, but in general, a lot of people get too caught up in correlations rather than trying to understand the underlying drivers of prices in the first place.