Post

Moving from a basic backtesting script to a truly robust, production-grade system is a journey that demands a structured engineering approach. It's not just about running a strategy once; it's about building a reliable, testable, and scalable framework that minimizes common pitfalls like overfitting, look-ahead bias, and data integrity issues. This 90-day roadmap outlines a path to cultivate advanced habits, ensuring your backtesting efforts yield genuinely actionable insights. Establishing a Resilient Backtesting Workflow Month 1: Laying the Groundwork – Core Mechanics & Data Integrity The initial month is dedicated to building a solid, verifiable foundation. Your primary goal here is...