Expert guidance for systematic backtesting of trading strategies. Use when developing, testing, stress-testing, or validating quantitative trading strategies...
Initial release with expert guidance for rigorous backtesting of trading strategies. - Provides a step-by-step workflow for systematic backtest development and validation. - Emphasizes robust, pessimistic testing and stress tests over curve-fitting or optimistic results. - Covers key principles: parameter sensitivity, slippage/friction modeling, and bias prevention. - Includes detailed reminders, common failure patterns, and references for further methodology and failed tests. - Applicable to anyone developing, evaluating, or troubleshooting systematic trading strategies.