Backtesting and Strategy Research
Six weeks on testing trading rules honestly: building a backtest, reading its results with suspicion, avoiding overfitting and writing up the research.
₹40,000 + GST · ₹47,200 incl. GST
Who it is for
- Learners with basic Python and pandas, for example from Python for Traders
- Students who want to test a written rule instead of trusting a chart
- Anyone who wants to learn why many backtests mislead
Skills you will build
- Turn an idea into a testable, unambiguous rule
- Build a bar-by-bar backtest with costs and slippage
- Read drawdown, exposure, win rate and expectancy without over-reading them
- Spot curve fitting, look-ahead bias, survivorship bias and data snooping
- Run walk-forward and out-of-sample tests
- Write up a strategy honestly, including its failures
Week-by-week curriculum
- From idea to testable hypothesis
- Defining rules without ambiguity
- Data requirements and common pitfalls
- Research notebook structure
- Signals, positions and bar-by-bar logic
- Transaction costs and slippage
- Position sizing in a backtest
- Checking your engine against a hand calculation
- Drawdown, exposure and win rate
- Expectancy and what it does not tell you
- Distributions of outcomes
- Why one equity curve is not enough
- Curve fitting and parameter sweeps
- Look-ahead bias and survivorship bias
- Data snooping and multiple testing
- Sanity checks and red flags
- Train, test and walk-forward windows
- Out-of-sample discipline
- Resampling and Monte Carlo ideas
- Stability across market regimes
- Writing up one strategy honestly, including failures
- Documenting assumptions and limits
- Peer and mentor review
- A reusable research template
What is included
- Live classes online or in Hyderabad
- Class recordings for 6 months
- Workbook PDF
- GZ paper-trading simulator (historical and delayed data)
- Moderated community with no tips
- Doubt-clearing sessions
- Completion certificate
- Python notebooks and a reusable backtest template
Your mentor
Your mentor is introduced before the batch starts. Every GZ Trades mentor has 10+ years of market experience, reviews your own journal and process, and never gives trade calls.
Read before you enroll
Risk and honesty
Education only
GZ Trades provides education only. We do not give investment advice or research recommendations, manage money, or guarantee returns.
Risk of loss
Trading in securities involves risk of loss. SEBI has reported that 9 out of 10 individual traders in equity F&O incurred net losses.
US markets and LRS
Investing in US markets from India is subject to RBI’s Liberalised Remittance Scheme and FEMA rules.
Fees to the company only
We accept fees only into the current account of Gigglezen Technologies Pvt Ltd. We never ask you to pay a personal account or UPI ID, or to share your trading login.
Questions about this program
No. A backtest only describes the past, and many look good because of overfitting or look-ahead bias. The program focuses on these traps and on walk-forward testing, so you learn to doubt your own results.
Yes, basic Python and pandas. Python for Traders covers them, or check its syllabus to see whether you already know the material.
No. GZ Trades provides education only. We do not give investment advice, research recommendations, stock tips or buy and sell calls. We teach with historical charts and paper trading.
Only if you choose to trade on your own, with any SEBI-registered broker you pick. You don’t need one for our classes. We never open or operate accounts for students.
Full refund if you cancel 7 or more days before the batch starts; 50% if you cancel later but before the second session; none after the second session. You also get one free batch transfer. Refunds go to the source account within 7 working days of your cancellation request.