Appearance
Personalize your experience
Mode
Accent Color
Direction
Event-Driven Backtesters
Quant & Broker APIs · Python for FinanceQueue-based `MarketEvent → SignalEvent → OrderEvent → FillEvent` simulators and performance analytics.
Topics in this Sub-Topic
Explore each dedicated topic below inside the 3-level Trade School hierarchy (Quant & Broker APIs / Python for Finance / Event-Driven Backtesters).
Event-Driven Backtesting: Queue Architecture & Realistic Fill Simulators
Sharing 100% of strategy code between backtest and live trading using an event-loop queue (`Market → Signal → Order → Fill`).
Quantitative Performance Tear-Sheets: Sharpe, Sortino, Calmar & Ulcer Index
Computing annualized risk-adjusted performance metrics and rolling 60-day Sharpe stability curves.
Lessons
- Event-Driven Backtesting: Queue Architecture & Realistic Fill Simulators
Sharing 100% of strategy code between backtest and live trading using an event-loop queue (`Market → Signal → Order → Fill`).
- Quantitative Performance Tear-Sheets: Sharpe, Sortino, Calmar & Ulcer Index
Computing annualized risk-adjusted performance metrics and rolling 60-day Sharpe stability curves.