Separating data engine from strategy engine.

Common backtest failure modes: look-ahead bias, overfitting, slippage.

VPIN-based slippage modeling.

Multi-instrument portfolio simulation.

Production readiness checklist.

Includes working code templates for:

• BacktestEngine core structure

• VPIN slippage estimator

• EquityCurve with drawdown tracking

• ProductionReadiness checker