Backtesting
Backtesting & Validation Masterclass
TheMLTrader Team
Build robust backtests that actually predict live performance. Walk-forward analysis, Monte Carlo, and statistical validation.
Class Length: 18 video chapters (4 weeks)
Category: Backtesting
BacktestingValidationMonte CarloWalk-Forward Analysis
Class Chapters
1. Backtesting Fundamentals
2. Avoiding Look-Ahead Bias
3. Walk-Forward Analysis
4. Monte Carlo Simulation
5. Statistical Significance
6. Overfitting Detection
7. Performance Metrics
8. Project: Robust Backtest Framework