https://viethungvu1998.github.io/tags/systematic-trading/Recent content in Systematic-Trading on Viet Hung VuHugoen-usTue, 02 Jun 2026 09:00:00 +1000https://viethungvu1998.github.io/posts/backtesting-checklist/Tue, 02 Jun 2026 09:00:00 +1000https://viethungvu1998.github.io/posts/backtesting-checklist/<p>Backtesting is useful only when the experiment is honest. Before trusting a result, I want to check the assumptions that can quietly inflate performance.</p> <p>The basic checklist: define the universe before the test, avoid look-ahead bias, model transaction costs, handle missing data carefully, separate training and evaluation periods, and report drawdowns alongside returns.</p>