- 01. Introduction to Backtesting
- 02. Implementing Backtesting
- 03. Calculating the Sharpe ratio
- 04. Calculating the Maximum Drawdown
- 05. Scenario Analysis
- 06. Introduction to quantitative risk management
- 07. Calculation of the Expected Shortfall
- 08. Demo: Backtesting
- 09. Exercise: Building a trading program and backtesting
- 10. Exercise Solution
- 11. Summary