You can now use a Predictor in a backtest up to 5 years

[marco]

Previously it was limited to 1 year. Please note that backtesting using Predictors has not been optimized and could timeout. We're still evaluating the use cases for backtests using Predictors with the AIFactor() function, vs using Model's stored validation predictions using AIFactorValidation().

[BWaghorne]

thanks, this will be helpful to do out of sample testing with simulated strategies

[WalterW]

@marco

We're still evaluating the use cases for backtests using Predictors with the AIFactor() function, vs using Model's stored validation predictions using AIFactorValidation().

How would AIFactorValidation() work if one wants to simulate against several universes? With AIFactor() I could do that.