TheDataScientist

Learning path

AlgoStrategy Researcher

Understand it. Code it. Backtest it. Honestly.

ADVANCEDDifficulty: ADVANCED

6 steps · ~12 weeks

  1. 1

    Learn why most backtests lie

    Five biases and how to detect each.

    articleWhy Most Backtests Lie

  2. 2

    See a study done properly

    RSI tested with costs and multiple testing accounted for.

    researchDoes RSI Actually Work?

  3. 3

    Get the starter notebook

    Costs and walk-forward already wired in.

    resourceBacktesting Starter Notebook

  4. 4

    Build the research harness

    Pessimistic by default, on purpose.

    projectAlgorithmic Trading Backtest Lab

  5. 5

    Check your risk arithmetic

    Position sizing and portfolio exposure.

    toolPosition Size Calculator

  6. 6

    Take the full course

    Research methodology end to end.

    courseAlgorithmic Trading Research With Python