Custom Backtesting Engine for Trading Strategies
Starting at
$
250
About this service
Summary
I’ll help you build a Python backtesting engine to simulate and refine trading strategies using real historical data.
We’ll incorporate powerful economic signals like OECD LEIs and volatility filters, and explore predictive models using Random Forests, LSTM networks, and other ML tools when relevant.
The output includes strategy logic, key performance metrics, and a clean, extensible codebase.
What's included
Python Backtesting Engine
A modular Python codebase (Pandas/NumPy) that allows you to simulate trading strategies with long/short logic, entry/exit conditions, and portfolio stats.
Metrics Report
Built-in calculations for CAGR, Sharpe ratio, max drawdown, and win rate, returned in a clear summary or notebook.
Sample Notebook or Script
Example usage with your first strategy pre-loaded, so you can start iterating right away.
Duration
1 week
Skills and tools
Industries
Computer Software