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Introduction to Back-Testing on the Bloomberg Terminal

Author

Listed:
  • Paolo Mazza

    (LEM - Lille économie management - UMR 9221 - UA - Université d'Artois - UCL - Université catholique de Lille - Université de Lille - CNRS - Centre National de la Recherche Scientifique)

  • Deniz Erdemlioglu

    (LEM - Lille économie management - UMR 9221 - UA - Université d'Artois - UCL - Université catholique de Lille - Université de Lille - CNRS - Centre National de la Recherche Scientifique)

Abstract

This case study presents a role-play exercise in which students take on the roles of junior traders at Bright Side No Cloud Asset Management, a fictional investment firm that has recently acquired a Bloomberg Terminal for its trading unit. The department supervisor, represented by the instructor, assigns students a task via email: to explore the Bloomberg Terminal, with a particular focus on its back-testing features (BT and BTST functions). Students must design trading strategies of their choice and back-test them on multiple securities. This case is designed to enhance students' problem-solving abilities in a real-world financial setting, with a primary focus on developing proficiency in using the Bloomberg Terminal. Through hands-on experience, students engage with essential financial concepts, refine their analytical skills, and deepen their understanding of trading strategy evaluation.

Suggested Citation

  • Paolo Mazza & Deniz Erdemlioglu, 2025. "Introduction to Back-Testing on the Bloomberg Terminal," Post-Print hal-05362729, HAL.
    • Handle: RePEc:hal:journl:hal-05362729
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