Backtesting Without Fooling Yourself

What a backtest can and cannot tell you, and the errors that make strategies look better than they are: lookahead bias, overfitting, unrealistic costs and samples that are too small.

Lessons

1. 01What a backtest can and cannot tell you
2. 02Lookahead bias
3. 03Overfitting and out-of-sample testing
4. 04Costs, slippage and fills
5. 05Reading results honestly
6. ▽Quiz and certificate (10 questions)