Robust Backtesting Course (ATA Certification)
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Course Syllabus
1. Taxonomy และ Why Backtesting
Video - 00:19:55 mins
2.Bias Overfitting และ Seven Sins
Video - 00:13:54 mins
3.Three Types of Backtests
Video - 00:17:24 mins
4.Loop vs Vectorization Momentum
Video - 00:13:54 mins
5.Pair Trading BTC กับ ETH
Video - 00:14:05 mins
6.Vectorbt WFA และ Cross Validation
Video - 00:16:52 mins
7.Performance Metrics pyfolio QuantStats
Video - 00:16:12 mins
8.PSR DSR และ FWER
Video - 00:20:49 mins
Slide and Paper
Source Code
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