Python / Quantitative research / Portfolio simulation
Trading Model
I'm developing a platform for researching and testing portfolio strategies. It combines historical backtesting, realistic transaction costs, risk analysis, and comparisons with simpler passive portfolios to help assess whether a strategy's complexity is justified.
What interests me is the system behind the model: repeatable experiments, clear evidence, and dependable records. Strategies are fixed before observation, then tracked in simulated portfolios using new market data, with checks to detect unexpected changes.
In development. Live trading is unavailable, and order submission remains locked. The current focus is research, validation, and reliable operation.
BacktestingRisk analysisAudit trails