Backtesting Frameworks

This one's for anyone building trading strategy backtests who wants to avoid the usual traps. It walks you through setting up point-in-time data pipelines, realistic cost models, and event-driven simulation with proper train/validation/test splits. The focus is on production-grade infrastructure that catches lookahead bias and overfitting before they ruin your estimates. It won't give you investment advice or run live trades, but if you're testing strategies and need disciplined walk-forward analysis, it's a solid framework to follow. The implementation playbook has patterns and examples when you need them.