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Backtesting Trading Strategies

1889 Learners
9 hours
Build a custom backtesting framework tailored to your strategy's needs. Learn key backtesting steps like data collection, validation, rule application, performance evaluation, and risk management. Make your backtest realistic by incorporating slippage, transaction costs, and avoiding biases like survivorship bias. Learn about portfolio optimisation, performance metrics like CAGR, and best practices to avoid common pitfalls.
Level
Beginner
Author
QuantInsti®
Price Lifetime Access Limited Time Offer

₹3325/-₹13299/-

75% OFF

Get for ₹2826 with Course Bundle

  • Live Trading
  • Learning Track
  • Prerequisites
  • Syllabus
  • About author
  • Testimonials
  • Faqs

Backtesting & Live Trading

  • Describe the steps involved in backtesting, such as data collection and hypothesis formation, to ensure robust results. Evaluate the performance of the backtest
  • Explain the fetching and pre-processing of data, including validating data quality, performing sanity checks, and working with missing data.
  • Define trading rules and generate trading signals of the strategy to backtest
  • Apply trade-level analytics such as win ratio, average p&l for winning trade, profit factor and average trade duration 
  • Perform performance analysis of the backtest results using drawdown, sharpe ratio, cagr and equity curve
  • Explain the process of improving the backtest by implementing transaction costs and slippage
  • Describe the common pitfalls of backtesting trading strategies, such as data snooping. Identify and avoid biases based on industry practices
  • Paper trade and live trade your strategy
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Why Choose This Course

  • Realistic Backtesting (slippage, etc.)
  • Trade-level Analytics
  • No-Setup Python Environment
  • Ready-to-use Strategy Template
  • Practice + Theory
  • One-Click Trading Platform Integration
  • Expert Support & Community Access
  • Multiple Case Studies and Strategies
  • Python libraries used in the course
FeaturesThis CourseMost Intro-level Courses
Realistic Backtesting (slippage, etc.)Included for accuracyPartially covered or may skip key assumptions
Trade-level AnalyticsDetailed metrics & insightsBasic or limited coverage
No-Setup Python EnvironmentStart coding instantlyMay require local setup
Ready-to-use Strategy TemplateProvided & customizableRarely included
Practice + TheoryFocused on real application Often theory-heavy
One-Click Trading Platform IntegrationEnabled with BlueshiftOften not included
Expert Support & Community AccessMentor help & peer supportBasic or limited community support
Multiple Case Studies and StrategiesIncludes several trading strategy examples with complete walkthroughs and evaluation.Cover fewer real-world strategy implementations.
Python libraries used in the courseFreely availableFree/Paid both

Skills Covered for Backtesting

learning track 1

This course is a part of the Learning Track: Algorithmic Trading for Beginners

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Need help? Write to us at quantra@quantinsti.com or call us at +91 8450963428.

Course Features

  • Community
    Community

    Faculty Support on Community

  • Interactive Coding Exercises
    Interactive Coding Exercises

    Interactive Coding Practice

  • Capstone Project
    Capstone Project

    Capstone Project Using Real Market Data

  • Trade & Learn Together
    Trade & Learn Together

    Trade and Learn Together

  • Get Certified
    Get Certified

    Get Certified

Learn with Jupyter Notebooks

This course uses Jupyter Notebooks to make learning Python and trading concepts interactive and beginner-friendly.

  • No setup: Start instantly with a pre-configured browser environment
  • All-in-one: Learn with explanations, code, and output in one place
  • Interactive: Run code alongside explanations to reinforce concepts
  • Practice Ready: Learn concepts by experimenting with code
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Prerequisites

Basic knowledge of Python and Python libraries such as Pandas. The knowledge of financial markets such as placing orders to buy and sell assets will be helpful.

Backtesting Trading Strategies Course

about author

QuantInsti®
QuantInsti®
QuantInsti is the world's leading algorithmic and quantitative trading research & training institute with registered users in 190+ countries and territories. An initiative by founders of iRage, one of India’s top HFT firms, QuantInsti has been helping its users grow in this domain through its learning & financial applications based ecosystem for 10+ years.
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Why quantra®?

  • More in Less Time
    More in Less Time

    Gain more in less time

  • Expert Faculty
    Expert Faculty

    Get taught by practitioners

  • Self-paced
    Self-paced

    Learn at your own pace

  • Data & Strategy Models
    Data & Strategy Models

    Get data & strategy models to practice on your own

Faqs

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