Educational content only — not financial advice

Most edges fail validation. That is the process working.

VALIDATEDT3 · 1.3h · Technical Track

Realistic backtesting — costs, fills, funding

Even with clean data, most backtests still lie: fees, slippage, funding, fills, and liquidity. Model the friction or the equity curve is fiction.

In this module

  1. The core problem
  2. The main sources of friction
  3. Fill assumptions — when does the trade actually happen?
  4. Vectorized vs event-driven backtesting
  5. Practical realistic-backtest checklist
  6. Where FreqEdge and the Quant Agent help
  7. Key takeaways
Practice

Re-run one backtest with real costs

Take an edge you have already defined. Ask the Agent to validate it, then compare the story the numbers tell once fees, slippage, and (for perps) funding are in the picture. If the curve was only beautiful at zero cost, you just learned something cheap.

See how this runs on a private server

Also in Technical Track

Share this lessonShare on X
Sign in free to read the full lessonSee how this runs on a private server

Sign in free to read the full lesson

Email unlocks the whole path immediately. No drip.

Rather start at the beginning? Lesson F1 is free.

Educational content only — not financial advice.

Educational content only — not financial advice.