Plateau, Not Peak: Parameter Robustness

📦 Part 9 of Build Your Own Quant Research System — follow the series and you’ll build a complete, modular research toolkit from scratch, one tutorial at a time. ✅ Tested: vectorbt 1.1.1 · Python 3.12 · Last verified: 2026-10-08 · Update policy 📊 Market snapshot (as of 2026-10-08): SPY $777.22 · QQQ $757.73 · … Read more

Size Matters: Position Sizing That Survives

📦 Part 7 of Build Your Own Quant Research System — follow the series and you’ll build a complete, modular research toolkit from scratch, one tutorial at a time. ✅ Tested: vectorbt 1.1.1 · Python 3.12 · Last verified: 2026-10-08 · Update policy 📊 Market snapshot (as of 2026-10-08): SPY $777.22 · QQQ $757.73 · … Read more

The Hidden Tax: Slippage & Commissions

📦 Part 6 of Build Your Own Quant Research System — follow the series and you’ll build a complete, modular research toolkit from scratch, one tutorial at a time. ✅ Tested: vectorbt 1.1.1 · Python 3.12 · Last verified: 2026-10-08 · Update policy 📊 Market snapshot (as of 2026-10-08): SPY $777.22 · QQQ $757.73 · … Read more

Beyond Sharpe: The Metrics That Actually Matter

📦 Part 5 of Build Your Own Quant Research System — follow the series and you’ll build a complete, modular research toolkit from scratch, one tutorial at a time. ✅ Tested: vectorbt 1.1.1 · Python 3.12 · Last verified: 2026-10-08 · Update policy 📊 Market snapshot (as of 2026-10-08): SPY $777.22 · QQQ $757.73 · … Read more

Backtest Overfitting: PBO & Deflated Sharpe

📦 Part 4 of Build Your Own Quant Research System — follow the series and you’ll build a complete, modular research toolkit from scratch, one tutorial at a time. ✅ Tested: vectorbt 1.1.1 · Python 3.12 · Last verified: 2026-10-08 · Update policy 📊 Market snapshot (as of 2026-10-08): SPY $777.22 · QQQ $757.73 · … Read more

Data Cleaning & Alignment: Garbage In, Garbage Out

📦 Part 3 of Build Your Own Quant Research System — follow the series and you’ll build a complete, modular research toolkit from scratch, one tutorial at a time. ✅ Tested: yfinance 1.7.0 · Python 3.12 · pandas 3.0.6 · Last verified: 2026-10-07 · Update policy 📊 Market snapshot (as of 2026-10-07): SPY $779.09 · … Read more

VectorBT Tutorial: Backtest a Strategy in 30 Minutes

📦 Part 1 of Build Your Own Quant Research System — follow the series and you’ll build a complete, modular research toolkit from scratch, one tutorial at a time. ✅ Tested: vectorbt 1.1.1 · Python 3.12 · yfinance 0.2.40 · Last verified: 2026-10-07 · Update policy 📊 Market snapshot (as of 2026-10-07): SPY $779.09 · … Read more