BackAlpha
Part II
Building Data-Driven Trading Strategies
9 Introduction to Backtesting
9.1 What is Backtesting?
9.2 A First Example: Testing a SMA Strategy
9.3 A Philosophy of Realism and Conservative Assumptions
9.4 Roadmap for This Part
10 Working with Market Data
10.1 Downloading SPY Data from Yahoo Finance
10.2 Automated Data Fetching via API
10.3 Overview of the SPY Dataset
10.4 Close Price vs. Adjusted Close Price
10.5 Data Cleaning and Daily Alignment
11 Building a Realistic Simulation Framework
12 Programming the Basics
13 Strategy 1 — Buy and Hold
14 Strategy 2 — Price Crosses a Moving Average
15 Strategy 3 — Golden Cross and Death Cross
16 Stress Testing Strategy Parameters
17 Introducing Leverage with Call Options
18 Leveraging a Strategy
19 Final Thoughts and What Comes Next
Glossary
Additional Resources
9.1 What is Backtesting?
9.2 A First Example: Testing a SMA Strategy
9.3 A Philosophy of Realism and Conservative Assumptions
9.4 Roadmap for This Part
10 Working with Market Data
10.1 Downloading SPY Data from Yahoo Finance
10.2 Automated Data Fetching via API
10.3 Overview of the SPY Dataset
10.4 Close Price vs. Adjusted Close Price
10.5 Data Cleaning and Daily Alignment
11 Building a Realistic Simulation Framework
12 Programming the Basics
13 Strategy 1 — Buy and Hold
14 Strategy 2 — Price Crosses a Moving Average
15 Strategy 3 — Golden Cross and Death Cross
16 Stress Testing Strategy Parameters
17 Introducing Leverage with Call Options
18 Leveraging a Strategy
19 Final Thoughts and What Comes Next
Glossary
Additional Resources