

024 – Trading Think Tank 02 – Battle of the Back-Testers
Aug 23, 2024
Join Jason Strimpel, a quantitative risk manager and tech leader, and Marsten Parker, a legendary systematic trader, as they dive into the art of back-testing in trading strategies. They explore different tools like Python and Real Test, comparing their strengths and weaknesses. The conversation highlights the critical role of understanding the mechanics behind back-testing, and they share insights on learning Python for trading success. Their discussion also emphasizes the importance of robust workflows and sanity checks to enhance trading efficiency.
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11
Intro
00:00 • 2min
The Evolution of a Quantitative Trader
01:47 • 14min
The Journey of Zipline: From Startup to Open Source
15:50 • 1min
Reflections on Trading Platforms and Back-Testing Limitations
17:20 • 2min
Mastering Backtesting in Algorithmic Trading
19:45 • 24min
Mastering Trading Workflows
43:17 • 11min
Learning Python for Trading Success
53:50 • 11min
Challenges and Innovations in Trading Backtesting
01:05:16 • 16min
Visual Mapping in Trading Strategies
01:21:27 • 4min
Importance of Sanity Checks in Quant Trading
01:25:09 • 2min
Introduction to Python for Quantitative Finance and Trading Tools
01:26:50 • 3min