Tag
Backtesting
Everything on this site involving Backtesting — projects, articles, research and tools.
Algorithmic Trading Backtest Lab
A backtesting framework with transaction costs, slippage, walk-forward analysis and survivorship-bias handling — designed to stop a strategy looking better than it is. Educational research only.
Does RSI Actually Work?
Testing the classic RSI(14) mean-reversion rule across 20 years and 500 instruments, with costs included and multiple-testing accounted for.
Why Most Backtests Lie
Backtests fail in a consistent direction — optimistic. Here are the five structural reasons, with a detection method for each. Educational research only.
Backtesting Starter Notebook
A Jupyter notebook with point-in-time data handling, realistic costs and walk-forward validation already wired in.
Backtest Metrics Calculator
Paste a return series and get the risk-adjusted metrics that matter, with the assumptions stated. Educational only.