Meta’s Rust-powered linter and type checker for Python pairs blazing speed with advanced and innovative features.

A simple backtesting library in Python with no frills and all the customization. Just easy backtesting. Note that this project is in active development. For feature suggestions, feel free to head on ...

Nick Battista and Mikey Butler of Options Trading Concepts Live discuss interacting with viewers about option strategies and trade ideas. They show you how to use the new backtesting feature on the ...

With a wide range of markets to trade on our platforms, you’ll need a backtesting strategy that’s best suited for each asset class. Explore the benefits and risks of backtesting. Backtesting is a way ...

Backtesting is a necessary evil, but how evil is it and how does necessity compel us to use it? These and related questions come into sharp relief after reading a recent article in Significance, a ...

We propose a new backtesting framework for expected shortfall (ES) that can be used by regulators. Instead of looking at estimated capital reserve and realized cashflow separately, one can bind them ...

The debate on the backtestability of expected shortfall (ES) is almost as old as the risk measure itself. Despite warnings from prominent quants that the measure was unsuitable because no backtest ...