Backtesting – Page 2

Backtrader vs QuantConnect vs Zipline: Setup Speed Test

2026년 02월 23일

Compare Backtrader, QuantConnect, and Zipline setup times. Installation benchmarks reveal the fastest path to start algorithmic trading today.

2026년 02월 12일

Cut backtest runtime from 45 minutes to 4 with stride tricks, vectorized position logic, and array broadcasting. Real before/after benchmarks.

2026년 02월 09일

Your 47% backtest return probably measures noise. Five overfitting traps that turn algo strategies into expensive lessons—with fixes.

2026년 02월 08일

Stock APIs return 200 OK with corrupt data. Detect split adjustments, survivorship bias, and timezone drift before they ruin your backtest.

2026년 01월 22일

Compare LSTM vs Transformer for stock prediction: 2-year backtest on S&P 500 with Sharpe ratios. Complete training and signal generation code.

2026년 01월 12일

Most backtests lie about profitability through lookahead bias. Build a point-in-time engine that doesn't cheat on order fills or data access.

2026년 01월 11일

Build a quant trading infrastructure in Python: data pipelines, log return calculations, and backtesting that includes transaction costs.

2026년 01월 03일

Avoid the Kelly Criterion trap in crypto bots. Walk-forward backtesting + slippage models reveal what actually works for position sizing.