Introduction to Back-Testing on the Bloomberg Terminal

Paolo Mazza and Deniz Erdemlioglu
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Paolo Mazza: LEM - Lille économie management - UMR 9221 - UA - Université d'Artois - UCL - Université catholique de Lille - ULCO - Université du Littoral Côte d'Opale - 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 - ULCO - Université du Littoral Côte d'Opale - Université de Lille - CNRS - Centre National de la Recherche Scientifique

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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.

Date: 2025-04-22
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Published in 2025

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05362729

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