Backtesting Frameworks

This framework builds event-driven and vectorized backtesting engines that handle the messy realities of strategy validation. It implements proper order execution with slippage and commission models, maintains point-in-time data integrity to prevent look-ahead bias, and includes survivorship bias checks by tracking delisted securities. The walk-forward analysis component automatically splits your data into training, validation, and test sets to catch overfitting before you deploy capital. You get equity curves, drawdown analysis, and trade-level attribution out of the box. Essential when you need to move beyond toy backtests and build something that actually reflects real trading conditions.