An exploratory framework for rigorously backtesting algorithmic trading strategies. This project investigates how quantitative metrics can reliably separate robust models from curve-fitted anomalies, bridging the gap between historical simulation and live paper-trading validation.
sharpe-ratio algorithmic-trading backtesting portfolio-management financial-data-analysis moving-average-crossover tech-equities
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Updated
Jul 4, 2026 - Jupyter Notebook