Intermediate
Practice Drills: Backtesting a Strategy While Accounting for Transaction Costs
A drill course for traders who already understand why costs break backtests and now need to prove it on their own strategies. You will price real Zerodha round trips line by line, code the Indian cost stack and a slippage model in Python, run the same NSE strategy gross and net of costs, find the break-even cost at which its edge disappears, and finish with a full cost-aware backtest and the kind of report a prop desk or quant interviewer expects to see.
Transaction CostsSlippage ModellingBacktesting in PythonBreak-Even AnalysisStrategy Evaluation
MODULES
4
DURATION
4 Hours
TRACK
Algorithmic Trading
What You'll Master
Price a delivery, intraday, futures and options round trip on Zerodha line by line, including STT, exchange charges, GST, SEBI fees and stamp duty
Turn the Indian cost stack into a reusable Python function that plugs into any backtest
Estimate slippage from bid-ask spreads and traded volume instead of guessing a flat number
Run one NSE strategy gross and net of costs and explain the gap in CAGR, Sharpe and drawdown
Measure turnover and calculate annual cost drag for a strategy
Find the break-even cost level at which a strategy's edge disappears and stress-test it against worse fills
Write a cost-aware backtest report that holds up in a prop trading or quant interview
Access Level
LEARNER
Everything included
Full Text Playbooks
Actionable Exercises
Mobile Reading Mode
Lifetime Updates