This course is composed of three mini-courses:
- Mini-course 1: Manipulating Financial Data in Python
- Mini-course 2: Computational Investing
- Mini-course 3: Machine Learning Algorithms for Trading
1. What is backtesting and how does it differ from “simulations”?
2. The importance of backtesting: Why is backtesting a necessary step for profitable automated trading?
3. The limitations of backtesting: Why is backtesting not a sufficient step to ensure profitability in automated trading?
4. What we can do to increase the predictive power of our backtest results: the avoidance of pitfalls.
5. How to identify good/bad strategies even before a backtest: a preview of various pitfalls through a series of examples.