Backtesting and Research
The Backtesting and Research track teaches how to test an idea and read the results without lying to yourself. It is plain English and not financial advice.
What This Track Covers
- What backtesting is, and why a strategy screenshot proves almost nothing
- Turning an idea into a testable rule set
- Reading results: win rate, expectancy, profit factor, drawdown, equity curve
- Sample size, overfitting and curve-fitting, out-of-sample and walk-forward
- Monte Carlo kept simple, separating skill from variance, and reaching a decision
Part of the WealthLearn Learn section. See every track on the Learn home page.