Tutorial 206 - Backtester

facebookresearch / Kats

Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.

MIT License

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Tutorial 206 - Backtester #222

Closed ourownstory closed 2 years ago

ourownstory commented 2 years ago

Adding a tutorial on how to use the Backtester API.

Based on the updated API from earlier pull requests.

jeffhandl commented 2 years ago

Hi @ourownstory, we're not going to create a separate tutorial notebook for backtesting at this time, but we will incorporate some of these materials in Tutorial 201 to make the backtesting section of that tutorial more detailed.