Backtesting
Event-driven engines, metrics, and avoiding common pitfalls.
intermediate2 min
Avoiding Lookahead Bias in Backtests
Lookahead bias quietly inflates backtest results. Learn where it sneaks in and concrete techniques to keep your simulations honest.
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Performance Metrics Every Backtest Should Report
Define and compute CAGR, max drawdown, a Sharpe-style ratio, win rate, profit factor, and expectancy in Python — and always pair return with risk.
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Position Sizing in a Backtest
How fixed-fractional, fixed-notional, and volatility-based sizing change a backtest, and why sizing — not signals — drives the shape of the equity curve.
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