Embracing the Backtest

Rely less on luck, gain control and validate before you trade!

  • $349

Backtesting Trading Strategies In Python - Essential Guide

  • Closed
  • Course
  • 14 Lessons

Thinking about creating your own trading strategies? We'll walk you through basic backtesting, how to start, what to analyse and watch out for, to help you build your successful systematic trading systems!
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A Crucial Step in Your Trading System

Do you have a backtesting system to test your trading strategies? Or do you rely on out-of-the-box backtesting functions of 3rd party platforms? Why not build your own backtesting system in Python, so that you are in complete control? 

By the end of the course, you will be able to write your own Python backtests, evaluate your new found trading strategies, and understand the elements of good trading strategies. 

What you'll learn

  • The foundation for building successful backtesting systems.
  • The state-of-the-art best practices for algorithmic trading.
  • How to build your own trading systems, from getting financial data, backtesting ideas and strategies, to evaluating your trading strategies.
  • Practical considerations including profit per trade, trading costs, tips and wisdoms on what to watch out for and avoid. 
  • Trading strategies beyond retail level. 

Dr Tom Starke

CEO of AAA Quants

With Tom's extensive expertise of over 15 years in the field and his valuable collaborations with prestigious hedge funds and proprietary trading firms,
he empowers you to play in the big league of finance too.

Tom has a passion for teaching and sharing his knowledge with others. Drawing from his own experience, he has built AAA Quants Academy as a solution he wished he had when he began his journey.

Now, you too can leverage the condensed
knowledge and expertise on this platform to excel in
quantitative finance and algorithmic trading.
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Who this course is for:

  • Anyone who wants to grow their trading/investment capital.
  • Anyone interested in quantitative trading.

Contents

Welcome

Introduction to Backtesting

1. Data download

Downloading data to build your strategies

2. Constructing your first backtest

In this lecture, we will construct a Hello world backtest to get you started.
Basic backtesting

3. Calculating unrealised P&L

How to calculate Unrealised Profit & Loss (P&L). 
Unrealised Profit and Loss

4. Evaluating your strategies

How to evaluate your trading strategies

5. Trading costs

Incorporating trading costs

6. Incorporating TA-Lib for technical analysis

Using indicators in your strategies

7. What makes a good strategy?

How to determine if a strategy is worthwhile to trade

8. Frequently asked questions

Frequently asked questions.
Quant wisdoms

9. Final remarks

Final remarks
Python notebook for the course

10. Test your skills

B101_Basics_Exercises_Without_Solutions.ipynb
Explanations
B101_Basics_Exercises_With_Solutions.ipynb