SMA Strategy Backtest Lab

Lesson Overview

In "Python Quant Trading Lab" → "Backtrader Strategy Development", this lesson "SMA Strategy Backtest Lab" builds knowledge you can apply immediately.

Backtest SMA crossover; output Sharpe, max drawdown, equity curve. Compare vs. buy-and-hold.

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸Backtest SMA crossover; output Sharpe, max drawdown, equity curve.
• ▸Compare vs.
• ▸buy-and-hold.

Practical Application

After studying, complete the practice tasks below to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "Backtrader Strategy Development"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of SMA Strategy Backtest Lab on your own.