Backtesting

All That Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms

Parameter Optimization with Zipline, PiCloud, StarCluster, and IPython Parallel

Quantopian's blog post on running parameter optimization for trading strategies using Zipline backtester on PiCloud, StarCluster, and IPython Parallel — a 2013 example of cloud-distributed backtesting before it was a product. Shows the DIY infrastructure that Quantopian later packaged into their platform.