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How to Backtest a Trading Strategy That Survives Live (Event-Driven, Step by Step)
NowPress play to follow along0:00 / 7:34
Chapters4 segments · tap to seek
ticker lesson
Breakdown
0:00lesson
Backtesting Variables — simulate trading decisions with conditions
- Variables for trading decisions
- Simulate real-world conditions
- Log trades in journal
- Track entry/exit numbers
2:18lesson
Vectorized vs Event-Based Backtests — simulate real scenarios
- Vectorized finds returns vectors
- Event-based simulates real-world
- Backtest as time-travel simulation
- Time-sensitive event rules
4:29lesson
Simulate Long Call Entry — options data frame setup
- Check for open positions
- Create options data frame
- Update position status
- Calculate net premium
6:41lesson
Track P&L with Costs — include trading expenses
- Calculate trade P&L
- Include costs/slippages
- Impact on real trading
- Mark-to-market updates
Informational only — this is QuantInsti Quantitative Learning’s content, decoded by Plutus. Not Paid Daily’s advice or a recommendation. The outline, timestamps, and claims are extracted from what the creator said; verify before acting.