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 ...

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.

This is my 2nd project and it is a Python based backtesting tool that evaluates a trading strategy using the Relative Strength Index (RSI) on historical market data. It simulates trades and compares ...

While the strategy shows significant alpha, it is crucial to interpret these results within the context of the following assumptions. A realistic expectation for live trading should apply a haircut to ...