Welcome to the IPE Reference Hub. This site uses cookies. Read our policy.

Lombard Odier Investment Managers

2024 Top 500 Ranking: 280

Toning down the optimism of backtests

Toning down the optimism of backtests

Past performance does not guarantee future returns. This statement is true of any strategy, be it of a systematic or discretionary nature. Systematic strategies seemingly provide a little more comfort in the form of lengthy historical backtests, which indeed never look bad.

This is premium content

You are not logged in, Sign in or register to request access. 
Please note: If you had prior access to this content you may need to sign in again.

Asset Owners

If you are an institutional investor you are eligable for free access to all premium content.

REGISTER NOW

Asset Managers

Asset managers with enhanced profiles are eligable for full access.

Please sign-in using your work email address or:

REGISTER NOW