Python Backtesting with Monte Carlo, Equity Curve and More
République Tchèque
Anglais
Certaines informations sont présentées en anglais.
À propos de moi
I'm a quantitative trader and Python developer specializing in algorithmic strategy backtesting. I build vectorized backtesting pipelines that test your trading strategy on years of historical data — giving you statistically reliable results, not just curve-fitted hopes. My reports include equity curves, drawdown analysis, Monte Carlo simulations, and optimal position sizing via Kelly Criterion.... Plus d’infos