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backtrader vs vectorbt - python backtesting framework deep comparison
use both backtrader and vectorbt. here’s when to use each. quick verdict # backtrader: event-driven, realistic simulation, slower
position sizing with kelly criterion - python implementation
rebuilt my position sizing engine last weekend. kelly criterion with practical modifications. the problem # old approach: fixed 2% risk per trade.
adaptive position sizing - regime-based approach
position sizing makes or breaks algo trading. been refining adaptive approach last 6 months. finally working consistently. the problem with static sizing # most algo traders:
momentum breakout strategy - how it works
momentum strategy has 5 wins, 0 losses. time to explain how it works. core concept # capture trending moves after consolidation breaks.