EODHD Academy

Backtest Strategies

Build a backtester you would defend in a quant interview — costs on from the first curve, biases found by tests you wrote, and an honest report at the end.

4 units · 17 lessons · 70 min read · plus hands-on practice, at your pace

Start here

What a backtest can prove, and what it cannot

The Research Sandbox · 4 min read · practitioner

Start the first lesson

Unit 1 The Research Sandbox

  1. What a backtest can prove, and what it cannot 4 min
  2. Load candles through the proxy you already have 5 min
  3. Turn prices into returns, before any strategy exists 4 min
  4. Draw the baseline first, with costs already visible 4 min
Practice Check · Unit 1 A short check · cannot be failed Start

Unit 2 Rules and Positions

  1. State a rule that cannot see the future 4 min
  2. Parameters, defaults, and the number you will regret 4 min
  3. Entries and exits, as a state machine 4 min
  4. Compare against buy-and-hold, honestly 3 min
Practice Check · Unit 2 A short check · cannot be failed Start

Unit 3 Honesty Checks

  1. Transaction costs, and why the default is on 5 min
  2. Slippage, or the price you did not get 4 min
  3. Find the leaking bar 5 min
  4. Survivorship, and the companies that are not in your list 4 min
Practice Check · Unit 3 A short check · cannot be failed Start

Unit 4 Robustness, and the Wall

  1. Measure drawdown properly 4 min
  2. In-sample, out-of-sample, and the honest way to tune 3 min
  3. The history wall 5 min
  4. Publish the report, and what the exam checks 4 min
  5. Backtest Strategies checkpoint — the claim, with its assumptions attached 4 min
Practice Check · Unit 4 A short check · cannot be failed Start

Last Course exam

One exam, the whole course Unlocks when you have read all 17 lessons

Passing it earns the course certificate. It also counts toward the Builder track (course 11 of 13): pass every course exam in a track to earn its track certificate.