Buy Mastering Backtesting for Algorithmic Trading

Mastering Backtesting for Algorithmic Trading

Unlock the Power of Historical Simulations – First Principles to Advanced





Requirements

• Familiarity with Python programming
• Basic understanding of financial markets and trading.
• Linear algebra and statistics is helpful
• Ability to read mathematical equations

This course is designed to equip you with the tools and knowledge needed to effectively backtest trading strategies using Python. It is tailored for those who want to test and validate their trading ideas with historical market data, ensuring a robust and data-driven approach to trading.
Building Your Own Backtester in Python: Dive into the technicalities of building a backtester from scratch. Learn to code in Python and use popular libraries to create a versatile and reusable backtesting framework.
Before You Backtest - Use This Protocol!: Understand the essential steps to prepare for backtesting. This module focuses on data collection, hypothesis formation, and setting up testing parameters.
Best Practices in Research for Quantitative Equity Strategies: Learn the industry-standard research methodologies that quantitative analysts use for developing equity strategies. We cover data analysis techniques, statistical tests, and more.
The Importance of Causality in Your Experiment Design: Understand the role of causality in trading strategy design. Learn how to differentiate between correlation and causation to build more effective trading strategies.
What Not to Do!: A critical look at common pitfalls in strategy backtesting. Learn to identify and avoid mistakes that can lead to inaccurate conclusions and poor strategy performance.
Detecting False Investment Strategies: Equip yourself with the knowledge to spot and avoid strategies that appear profitable but are actually flawed due to overfitting, data-snooping biases, or other errors.
Bonus Lectures: Engage with additional content that delves into advanced topics, real-world case studies, and emerging trends in quantitative finance.



Who this course is for:

• Aspiring quant traders and analysts looking to understand backtesting.
• Finance professionals who want to incorporate data-driven methods into their trading strategies.
• Students and academics interested in quantitative finance.
• Hobbyists looking to learn more about algorithmic trading.

 

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