Systematic Trading

Refactoring - Part V

Backtester Interfaces: Commission & Funding

Jul 18 •

Hōrōshi バガボンド

Refactoring - Part IV

Finishing the pre-cost SR calculation

Jun 19 •

Hōrōshi バガボンド

Backtester Interfaces - Part I

Position Sizing & Rebalancing

May 21 •

Hōrōshi バガボンド

Midjourney Recap

Welcome to Vagabond Research

Apr 15 •

Hōrōshi バガボンド

Improving Our Backtest

Incorporating Slippage

Apr 11 •

Hōrōshi バガボンド

Improving Our Backtest

Adding Error Threshold Rebalancing

Mar 23 •

Hōrōshi バガボンド

Improving Our Backtest

Fetching & Incorporating Funding

Mar 16 •

Hōrōshi バガボンド

Improving Our Backtest

Calculating Turnover

Mar 9 •

Hōrōshi バガボンド

Substitute Article

Still not feeling quite well.

Mar 2 •

Hōrōshi バガボンド

Substitute Article

I had every intention of delivering a fresh blogpost this week, but unfortunately, sickness got the better of me so I couldn’t put the finishing tocuhes…

Feb 23 •

Hōrōshi バガボンド

Our Very First Backtest

Table Of Contents

Feb 16 •

Hōrōshi バガボンド

Translating Forecasts Into Position Sizes

Table Of Contents

Feb 2 •

Hōrōshi バガボンド

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