Academy12 lessons

Learn to validate an edge by running it.

The fastest way to learn quant backtesting is to break things. Every lesson teaches one idea in a few minutes, then hands you a real strategy in plain English: open it in the terminal, read the exact parsed rules, run it on three years of real history, and change something.

New here? Start with lesson one

12 lessons across 3 tracks. Each teaches one idea, then hands you a runnable backtest: open it, read the parsed rules, run it, and tweak.

Start with lesson one

Track 01

Foundations

From a plain English sentence to a running backtest. Start here if you've never built a strategy. You'll learn how the engine reads your rules and how the pieces fit.

Track 02

Validation

A great backtest can be a lie. Learn the checks that separate a real edge from a curve fit fluke: out of sample, walk forward, Monte Carlo, and the Deflated Sharpe.

Track 03

Risk & Execution

Sizing, stops and costs decide whether an edge survives contact with a real account. Learn to think in R, place stops that fit volatility, and model the friction of real fills.

Reading a result

What the grade means, what each honesty flag obliges you to say, and the order to say it in.

Glossary

Every key term, from Deflated Sharpe and walk forward to ATR stop, defined and searchable.

© 2026 Text To Quant by Spekule. Not financial advice.