This is full of gems ; and a great compendium I wish I had 10 years ago.
However, honest advise: if you actually really want to trade in this way, start with a solid course in mathematical finance. It’ll teach you how to model the space, think about arbitrage, portfolios, risk, factors and the sheer important of theory and hypothesis in real strategy.
Building a backtester is exceptionally hard to do if you include scenario analysis, slippage, event risk, lag, multi hypothesis testing, data snooping, etc. Testing is a huge source of competitive advantage.
In summary, if you’re starting out, go learn the basics like the back of your hand, and he basics are mathematical finance.
However, honest advise: if you actually really want to trade in this way, start with a solid course in mathematical finance. It’ll teach you how to model the space, think about arbitrage, portfolios, risk, factors and the sheer important of theory and hypothesis in real strategy.
Building a backtester is exceptionally hard to do if you include scenario analysis, slippage, event risk, lag, multi hypothesis testing, data snooping, etc. Testing is a huge source of competitive advantage.
In summary, if you’re starting out, go learn the basics like the back of your hand, and he basics are mathematical finance.