Backtesting & Automation
Monte Carlo & Stress Tests: Measuring Strategy Robustness under Regime Shifts
Learn how Monte Carlo and stress tests quantify strategy durability across market regimes, with practical tests, modern regime‑detection tools and a deployment checklist.
Walk‑Forward vs In‑Sample: A Practical Backtesting Guide for Forex Traders
Walk‑forward vs in‑sample backtesting for Forex EAs: best practices, common pitfalls, windowing, cost modeling and re‑optimization checklist with examples.
How to Build an Audit‑Ready Backtesting Report for Fundraising or Broker Audits
Create an audit‑ready backtesting report for investors or broker audits: documentation, reproducibility, tests, and governance to pass due diligence.
How to Automate Strategy Deployment: From Backtest to VPS to Live Execution
Step-by-step guide to move a strategy from backtesting to VPS and live execution — covering containerization, CI/CD, broker APIs, monitoring, and risk controls.
Event‑Driven Backtesting: Simulating News, Central Bank Speeches & Flash Volatility
Simulate news, central‑bank speeches and flash volatility in backtests. Techniques for timestamping, slippage, market impact and execution realism and tests
Paper Trading Pitfalls: When a Winning Backtest Fails Live — and How to Fix It
Why paper trading/backtests often fail live—slippage, execution gaps, overfitting and drift. Practical fixes: realistic cost models, walk‑forward tests and continuous monitoring.