Explore common Python backtesting pain points, including data quality issues, execution assumptions, and evaluation challenges that can impact the accuracy and reliability of trading strategy results.
今回はバックテストを行うためのpythonライブラリであるBacktesting.pyについて解説します。 ずっと前に公開した自前のバックテストコードではそろそろ物足りなくなってきたので最近はBacktesting.pyを使っています。 最初からこっちを使っていれば良かったん ...
Built with an Event-Driven Design, this engine mimics real trading environments by processing each price update sequentially. This prevents look-ahead bias and ensures strategies only use information ...
This project provides a comprehensive implementation of the Capital Asset Pricing Model (CAPM) using Python. It allows for the analysis of an asset's performance (defaulting to NVDA) relative to the ...