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Honest Backtests

Look ahead and survivorship traps, in sample and out of sample data, walk forward tests and overfitting as an idea.

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How this module runs

  1. 01 · IntroductionWhat it is and why it matters
  2. 02 · Key PointsThe most important points
  3. 03 · The Math + PythonFormula, step by step, code
  4. 04 · Real WorldWhere it is used, best practice, common mistakes
  5. 05 · QuestionsExercises and interview
  6. Mini projectOne small program
Mini projectA backtest with a planted look ahead error, found and fixedOne small program on the topic, to run and to extend step by step.

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