Strategy Backtesting & Evaluation - Frontier Ledger

Strategy Backtesting & Evaluation

20 articles on walk-forward analysis, bootstrapping, transaction cost analysis, and performance evaluation.

1

Walk-Forward Analysis: Designing a Rolling Out-of-Sample Test

2

Bootstrapping vs Blocking for Resampling Time-Series

3

How to Model Slippage and Market Impact Realistically

4

Multi-Asset Backtesting Frameworks: QuantConnect vs Zipline vs k-Back

5

Transaction-Cost Analysis for Crypto vs Traditional Assets

6

Survivorship-Bias-Free Equity Universes: Data Vendors Compared

7

Sensitivity Analysis of Strategy Parameters with SALib

8

Adaptive Stop-Loss Rules Tested on 30 Years of Data

9

Probability of Ruin Calculations for Leveraged Strategies

10

Ensemble Backtests: Combining Weak Strategies into Strong Portfolios

11

Visualizing Equity Curves with Prediction Intervals

12

Rolling Beta & Correlation Heatmaps for Regime Detection

13

How Many Trades Make a Statistically Significant Test?

14

Bayesian Backtesting: Incorporating Prior Beliefs

15

Detecting P-Hacking in Quant Research Pipelines

16

Monte-Carlo Simulation of Order Execution Paths

17

Benchmarks: When Sharpe Isn't Enough—Sortino, Calmar, Omega

18

Implementing Fractional Kelly Sizing with ML Predicted Edge

19

Shadow Backtests vs Live Shadow Accounts

20

Automating Strategy Tear-Sheets with Jupyter & LaTeX