[Experiment] Including taxes dropped the backtest to -4.2% annual return. But the cause was 'how taxes were applied' — Comparing by including loss offsetting and c…

When you have an AI write a backtest, unless you ask, taxes are usually not included. When I added 'deduct about 20% when a ...

[Experiment] Just shifting the start date by one day flipped the 'wins and losses' of the backtest — Testing 21 phases of rebalancing with Python (with dummy data an…

Even with the same strategy of 'switching to the top 8 gainers every 21 days,' the performance changed significantly just by ...
GitHub

Central bank decision backtest notebooks (Python)

Jupyter notebooks: how currency pairs react to central bank interest rate decisions, an event study. - Interest-Rate-Decision/notebooks ...