Part 5 · Intermediate (200)
Building a Backtester in Python
Build a vectorised backtester from scratch, measure it honestly with Sharpe and drawdown, layer in realistic costs, then graduate to an event-driven engine and a full backtesting library.
Build a vectorised backtester from scratch, measure it honestly with Sharpe and drawdown, layer in realistic costs, then graduate to an event-driven engine and a full backtesting library.
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