学习路径
系统化交易者
希望撰写明确规则、如实测试，并依据既定风险确定仓位的分析师。
明确规则，结合交易成本与偏差检验进行测试，依据风险确定仓位，并以噪声为参照判断结果。
- 30 节课程
- 114 分钟阅读
- 初学者
- 中级
- 高级
初次接触市场？请先学习入门路径。
从这里开始
What a backtest can prove, and what it can't
A backtest shows how a precisely defined rule would have behaved on past data under stated assumptions. It cannot show the rule will behave that way again.
应用内：量化测试（开发中）
基础
- 1
Discretionary vs rules-based research
Sets the difference between judgement calls and written rules.
- 初学者
- 讲解
- 3 分钟
- 即将推出
- 2
From idea to tested rule
Shows the path from an idea to something testable.
- 初学者
- 讲解
- 3 分钟
- 即将推出
- 3
Anatomy of a rule: entry, exit, size, filter
Names the parts every rule needs.
- 初学者
- 可视化指南
- 3 分钟
- 即将推出
- 4
Your first visual strategy graph
First hands-on graph that later steps build on.
- 初学者
- 研究步骤
- 5 分钟
- 即将推出
- 5
The one-page strategy spec
One-page spec to fill before any test.
- 初学者
- 速查表
- 2 分钟
- 即将推出
- 6
RSI playbook: momentum on a 0–100 scale
Indicator used by the mean-reversion experiment later.
- 初学者
- 指标手册
- 4 分钟
- 即将推出
- 7
ATR playbook: volatility as distance
ATR is needed for volatility-based sizing.
- 初学者
- 指标手册
- 4 分钟
- 即将推出
- 8
Slippage: the gap between plan and fill
Slippage is the cost every backtest must model.
- 初学者
- 讲解
- 3 分钟
- 即将推出
- 9
- 10
Your first backtest, step by step
First complete backtest run.
- 初学者
- 研究步骤
- 5 分钟
- 即将推出
- 11
Reading a backtest report: metrics that matter
How to read the report before trusting it.
- 初学者
- 可视化指南
- 3 分钟
- 即将推出
- 12
Costs, spreads and slippage in a backtest
Adds costs, spreads and slippage to tests.
- 初学者
- 讲解
- 3 分钟
- 即将推出
- 13
Backtest sanity checklist
Checklist to run on every result.
- 初学者
- 速查表
- 2 分钟
- 即将推出
- 14
Position sizing in four steps
Position sizing from a stated risk amount.
- 初学者
- 可视化指南
- 3 分钟
- 即将推出
- 15
What a stop-loss does, and what it doesn't
What stops can and cannot do.
- 初学者
- 讲解
- 3 分钟
- 即将推出
核心
- 16
Mean-reversion rule families
A rule family to test with the tools learned.
- 中级
- 讲解
- 5 分钟
- 即将推出
- 17
Recipe: an RSI mean-reversion experiment
Runs a full experiment on that family.
- 中级
- 研究步骤
- 5 分钟
- 即将推出
- 18
Exits deserve as much design as entries
Exits designed as carefully as entries.
- 中级
- 可视化指南
- 3 分钟
- 即将推出
- 19
Position sizing inside a strategy
Sizing built into the rule itself.
- 中级
- 讲解
- 5 分钟
- 即将推出
- 20
Volatility-based position sizing
Sizing that adapts to volatility.
- 中级
- 讲解
- 5 分钟
- 即将推出
- 21
Look-ahead bias: the backtest that read tomorrow
The most common hidden error: look-ahead.
- 中级
- 讲解
- 5 分钟
- 即将推出
- 22
Survivorship bias: the symbols that vanished
Missing symbols that flatter results.
- 中级
- 讲解
- 5 分钟
- 即将推出
- 23
Overfitting in one picture
How tuning fits noise.
- 中级
- 可视化指南
- 3 分钟
- 即将推出
- 24
In-sample vs out-of-sample
Separating data used to build from data used to judge.
- 中级
- 可视化指南
- 3 分钟
- 即将推出
- 25
Parameter sensitivity: plateaus vs peaks
Plateaus versus fragile peaks in settings.
- 中级
- 可视化指南
- 3 分钟
- 即将推出
- 26
Overfitting simulator: the best of N random rules
Interactive: see the best of many random rules.
- 中级
- 交互式工具
- 3 分钟
- 即将推出
- 27
Backtest bias quiz: spot the flaw
Quiz to practise spotting backtest flaws.
- 中级
- 测验或挑战
- 3 分钟
- 即将推出
高级
- 28
Walk-forward analysis: testing as time passes
Testing as time passes.
- 中级
- 讲解
- 5 分钟
- 即将推出
- 29
Reproducible research: logs, versions, seeds
Logs and seeds so results can be repeated.
- 高级
- 讲解
- 6 分钟
- 即将推出
- 30综合项目
Backtest autopsy: five ways a great result was wrong
Capstone case: diagnose a great-looking result.
- 中级
- 案例研究
- 6 分钟
- 即将推出
选读：9
- Volatility targeting and exposure scaling
- Rule playground: wire a rule, see the signals
- Find the missing piece: rule-spec challenge
- Reading a Monte Carlo fan
- Monte Carlo drawdown simulator
- Turnover budgets and cost-aware design
- What walk-forward efficiency does and doesn't say
- Risk budgets and daily limits
- Why we won't ship an autopilot
应用内
这些课程最常用的 Analess 功能。各功能页面注明了其可用性。