Posts tagged 'backtesting'
Use a synthetic portfolio to check transaction-cost accounting and distinguish what ending returns, turnover, and maximum drawdown reveal.
Check holdings, cash, and ending values for buy-and-hold and momentum using three synthetic assets, establishing accounting rules before market testing.
Set the research question, trading rules, baselines, and time splits before a first U.S. ETF study. Record the experiment contract before seeing results.
Plan hypotheses, baselines, chronological splits, walk-forward validation, and protected test periods. Examine selection bias and the role of research records.
Before comparing AI and ML models, fix a simple long/cash momentum baseline that will not change after you see the results. How to build the 12-month signal, monthly rebalancing, equal weighting, and trading-cost scenarios as reproducible Python code.
Forge Fate