Tag
Risk management
Everything on this site involving Risk management — projects, articles, research and tools.
Trading Systems
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.
AdvancedDifficulty: Advanced~24h buildPython · Polars · DuckDB
Code
AlgoStrategy
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.
IntermediateDifficulty: Intermediate2 min readPython · Polars
Trading researchFree
Backtest Metrics Calculator
Paste a return series and get the risk-adjusted metrics that matter, with the assumptions stated. Educational only.
930 runs
Trading researchFree
Position Size Calculator
Fixed-fractional and volatility-scaled position sizing, with the resulting portfolio exposure shown. Educational only.
750 runs