Mastering Backtesting for Algorithmic Trading

سرفصل های دوره

Unlock the Power of Historical Simulations – Hands on Approach

1. Useful Resources

1. Free 1 Month MlFinLab License.html

2. Join the Reading Group.html

2. Build Your Own Backtester in Python

1. Lecture Introduction to Backtesting

2. Lecture Backtesting Tutorial

3. Notebook Practical Downloading Price Data with YFinance.html

4.1 QuantStats.html

4. Backtest Statistics and Libraries in Python

5. External Lecture Using Pyfolio to Analyze your Trading Strategies.html

6. External Lecture QuantStats - Portfolio Analytics with Python Tutorial.html

7. Notebook Practical Build your Own Backtest.html

8. Paper The Impact of Volatility Targeting.html

9. Lecture The Impact of Volatility Targeting

10. What About Transaction Costs.html

11. External Lecture When Should You Build Your Own Backtester.html

12.1 Backtrader.html

12.2 Lean Event Driven Backtester (QuantConnect).html

12.3 VectorBT.html

12.4 Zipline Event Driven Backtester (Quantopian).html

12. Overview of Backtesting Platforms (Python)

13. Recommended Readings for Building your Own Backtester.html

3. Before you Backtest - Use this Protocol!

1. Paper A Backtesting Protocol in the Era of Machine Learning.html

2. The Protocol.html

3. Lecture 7 Point Backtesting Protocol

4. Best Practices in Research for Quantitative Equity Strategies

1. Paper Best Practices in Research for Quantitative Equity Strategies.html

2. Heart of the Quantitative Model Data

3. A Taxonomy of Quant Models

4. How to Develop a Quant Strategy

5. 9 Tips for Better Model Development

6. External Lecture Enhancing Statistical Significance of Backtests.html

5. The Importance of Causality in your Experiment Design

1. Introduction to Causality in Finance

2.1 Causal Factor Investing Can Factor Investing Become Scientific.html

2. Paper Causal Factor Investing Can Factor Investing Become Scientific.html

3.1 ADIA Labs Call for Papers.html

3. Lecture Scientific Discovery in Quantitative Finance

6. What Not to Do!

1. Lecture Introduction

2. Paper Seven Sins of Quantitative Investing.html

3. Lecture The 7 Sins of Quantitative Investing

4. Paper The Four Horsemen of Machine Learning in Finance.html

5. Lecture The Four Horsemen of Machine Learning in Finance

6. Principles for Effective Machine Learning in Finance

7. External Lecture 10 Ways Backtests Lie.html

8. Paper The 10 Reasons Most Machine Learning Funds Fail.html

9. External Lecture The 7 Reasons Most Machine Learning Funds Fail.html

7. Detecting False Investment Strategies

1. Paper The False Strategy Theorem.html

2. Lecture The False Strategy Theorem

3. Paper Detection of False Investment Strategies.html

4. Lecture Detection of False Investment Strategies

5. Paper Backtesting (An Alternative Approach to the DSR and PSR).html

6. Lecture on the paper Backtesting

7. Paper Evaluating Trading Strategies.html

8.1 The Risks of Historical Backtests.html

8. External Lecture The Risks of Historical Backtests.html

8. Extra Content Position Sizing, Stop Losses, and Costs

1. Paper Risk-Constrained Kelly Gambling.html

2. Paper The Kelly Criterion in Blackjack Sports Betting, and the Stock Market.html

3. Lecture Four Approaches to Kelly Bet Sizing

4. Paper When do stop-loss rules stop losses.html

5. Lecture When do Stop-Loss Rules Stop Losses

6. Paper A Practitioner Perspective on Trading and Implementation of Strategies.html

7. Lecture A Practitioner Perspective on Trading and Implementation of Strategies

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