投資戦略の検証(バックテスト)は、アルゴリズムトレードの基盤となるプロセスです。 Pythonには複数のバックテストフレームワークがありますが、そのなかでも Backtesting.pyは「単一銘柄のシグナル戦略を素早く検証したい」という用途において、特に高い ...
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 project implements a Python-based portfolio backtesting system that compares a Buy & Hold strategy with an Equal-Weight Rebalancing strategy across multiple assets. The system simulates price ...
This is the code from my video on speeding up the backtesting.py framework. This is primarily an educational project designed to show methods for incrementally improving runtime performances of ...