Guides
Guides
Plain-English guides to testing a trading idea honestly, before any money is involved.
How to backtest an options strategy
A practical walk-through of backtesting an Indian index options strategy: define the legs, run it over history, read the result, then test it out of sample.
Walk-forward testing explained
What walk-forward testing is, why a single in-sample backtest is not enough, and how to read walk-forward efficiency without fooling yourself.
Why options backtests lie: 7 mistakes
Lot sizes, expiry calendars, partial structures, costs and look-ahead: why an options backtest can look better than reality, and how to check each.
Parameter optimisation without overfitting
Grid search, Bayesian search and walk-forward compared: how to search a strategy's settings and still trust the answer, including ranking and correlation traps.
Paper trading before going live: a checklist
Why a backtest is not enough before live orders, what paper trading reveals, and a short checklist for deciding when a strategy is ready to go live.
Backtest metrics: Sharpe, Sortino, drawdown
What Sharpe, Sortino, profit factor, expectancy, maximum drawdown, Ulcer index and recovery factor actually measure, and which question each one answers.