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nikiLauda-hub
nikiLauda-hub

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Building a Trading Backtester from Scratch: My First CS Project

First of all I want to say: English is not my native lang.

Why I'm doing this?

Hi everyone! I’m a first-year Applied Mathematics student. I'm currently learning English (my level is A2) because my goal is to eventually understand lectures from American universities like MIT.

While diving into Python, Data Science, and C++, I decided to build my own trading backtester.

Why not use existing libraries?

  1. I want to understand the "math under the hood".
  2. I need real practice in systems programming and performance optimization.
  3. I want to learn how to connect C++ logic with a Python interface (using tools like pybind11).

Progress so far

Right now, I've implemented the core logic and basic data processing.

Tech Stack:

  • C++ for the heavy lifting and backtesting engine.
  • Python for the user interface and data analysis.
  • MacBook Air is my main workstation for this.

Check out my repository here:
https://github.com/nikiLauda-hub/trading_backtester

Feedback is welcome!

Since English is not my native language, please feel free to correct my grammar in the comments. Also, if you have any advice on C++ architecture or backtesting logic, I'd love to hear it!

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