Engineering Alpha

Engineering Alpha

Trading A-Z #4: Basic Trading Performance Evaluation Measures.

Article #4 on Trading Performance Evaluation Measures.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Sep 20, 2021
∙ Paid

Being able to quickly evaluate your trading strategies can be a gold mine with regards to time saving. There are a lot of libraries that offer these functions but it is always better to do them yourself. In this article, we will create a trading strategy from scratch in Python and then evaluate it using our functions.

I have just published a new book aft…

User's avatar

Continue reading this post for free, courtesy of Sofien Kaabar, CFA.

Or purchase a paid subscription.
© 2026 Sofien Kaabar · Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture