Backtest Validation in Python (Fooled By Randomness)
In this video we go through a method that I've found helpful for validating my backtests before I go live with a strategy. Looking at the distribution of returns over many different time periods can give you a better idea of whether the strategy is worth pursuing.
⭐ Code:
https://github.com/ChadThackray/backt...
00:00 - Intro
03:57 - Strategy Implementation
09:45 - Strategy Validation over Multiple windows of time.