The Backtesting Masterclass: Build, Validate, and Optimize with Python: Ideas are cheap. Verified performance is priceless.

Disponibilidad:
En stock

Peso con empaque:
0.94 kg

Devolución:
Sí

Condición
Nuevo

Producto de:
Amazon

Sobre este producto

Build Your Own Backtesting Engine: Create fast, modular frameworks in Python using Pandas, NumPy, and vectorized execution
Validate Strategy Performance: Use Sharpe, Sortino, drawdown, and advanced metrics that matter to real-world capital
Avoid Overfitting & Survivorship Bias: Learn cross-validation techniques, walk-forward analysis, and robust performance testing
Incorporate Real Market Frictions: Slippage, commissions, bid-ask spreads, order latency—and how to simulate them accurately
Optimize Without Curve Fitting: Learn hyperparameter tuning, risk-based portfolio allocation, and trade filtering techniques
Run Monte Carlo Simulations: Test thousands of alternate realities and build statistical confidence in your edge
Quant traders and data scientists building Python-based trading systems
Financial engineers validating models before live deployment
Prop traders, fintech devs, and portfolio managers seeking reproducible edge
Anyone tired of relying on untested trading advice and looking for proof-driven execution