Martin Mayer-Krebs

Founder & Quantitative Developer

With an academic background in economics and financial engineering, in addition to having extensive programming experience, Martin Mayer-Krebs works as the lead quantitative developer at Quantitative Methods Research.

Before working as an algorithmic developer at both a Quantitative Hedge Fund and as an independent contractor, he worked as a mathematical modeler at Macroconsulting, a boutique consulting firm catering its services to the WB, UN, and the IDB, among others.

Recent Articles

What follows is a selection of the most recent articles published. The topics range from the most general questions that are regularly asked to practitioners, to programming articles covering specific tasks.

Excel Tutorials

How to Calculate the Sharpe Ratio in Excel

When measuring the performance of a trading strategy, the Sharpe Ratio stands out as the most widely used metric. This is because it is a straightforward and easy-to-understand risk-adjust return metric. Although the formula is easy to understand, calculating each component is an error-prone task. This […]

by Martin Mayer-Krebs

on Mar 15

BacktestXL

BacktestXL: Getting Started

Even though BacktestXL is a robust and industry-grade backtesting framework for Ms. Excel, it is quite easy to start backtesting complex trading strategies. This section provides a broad overview that will help most users get started. Backtesting a Simple Trading Strategy To run a backtest, we […]

by Martin Mayer-Krebs

on Mar 13

Python Tutorials Uncategorized

Building a Backtesting Framework in Python: Part II

In this article, we will continue building a backtesting engine from scratch. We will add many features and make many changes, so make sure to read Part 1 of this series before reading this article! As a quick recap, in Part 1 of this series, we’ve […]

by Martin Mayer-Krebs

on Feb 28