Quantitative Strategy Development & Backtesting

I design, analyze, and validate data-driven business strategies using quantitative methods and historical data simulations. By applying rigorous statistical and time-series techniques, I evaluate how a proposed strategy would have performed under real-world conditions—before you deploy it.

This service is ideal for:

• Pricing strategy optimization

• Demand planning

• Inventory allocation policies

• Financial or investment decision frameworks

• Marketing budget allocation models

• Operational efficiency strategies

I quantify performance, risk, sensitivity, and robustness so you can implement strategies with confidence, knowing how they behave across multiple market, operational, or seasonal environments.

What I Deliver

1. Strategy Design & Mathematical Framework

• Definition of the strategy’s rules, parameters, decision triggers, and constraints.

• Translation of broad business goals into testable, quantitative logic.

• Parameter-tuning frameworks (grid search, Bayesian optimization, evolutionary search).

• Creation of performance benchmarks to evaluate improvement versus status quo.

2. Historical Backtesting & Scenario Simulation

• Applying the strategy to years of historical data to simulate real-world outcomes.

• Time-series aligned simulation to prevent look-ahead bias or data leakage.

• Evaluation across multiple regimes (seasonal cycles, demand changes, economic conditions).

• Stress-testing through simulated shocks, volatility spikes, or supply/demand anomalies.

• Walk-forward testing to measure how the strategy adapts to evolving conditions.

3. Risk-Adjusted Performance Metrics

Comprehensive quantitative evaluation using metrics such as:

• ROI / ROAS improvements

• Sharpe ratio-style risk-adjusted returns (for financial/investment contexts)

• Drawdowns, volatility, and variance of outcomes

• Hit-rate, precision/recall, and prediction or decision-cycle accuracy

• Cost savings, margin uplift, or operational efficiency indicators

• Sensitivity and elasticity analysis for key variables

4. Backtesting Reports & Insights

You receive a fully structured report that includes:

• Performance visualizations (curves, heatmaps, drawdown charts)

• Parameter optimization tables and grid search outputs

• Failure mode analysis (where and why the strategy underperforms)

• Clear recommendation on deploy/not deploy

• Suggested refinements for improved robustness

• Optional executive summary for non-technical stakeholders

5. Deployment Readiness Package (Optional)

• Clean Python scripts for running the strategy on new data

• Automated backtesting pipeline

• Integration points for operational or analytics systems

• Alerts or triggers when the strategy’s conditions are met