SharmaVidhiHaresh / Backtesting-Trading-Strategies-with-PythonLinks
In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-series data, I had tested the Moving Average(MA) cross-over strategy and Relative Strength Index (RSI) strategy with a stop loss at a price that closes 2% or more below 10-day MA. I had plotted the equity curve w…
☆45Updated 4 years ago
Alternatives and similar repositories for Backtesting-Trading-Strategies-with-Python
Users that are interested in Backtesting-Trading-Strategies-with-Python are comparing it to the libraries listed below
Sorting:
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Some notebooks with powerful trading strategies.☆92Updated 4 years ago
- ☆38Updated 3 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆60Updated 5 years ago
- Design your own Trading Strategy☆38Updated last year
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆23Updated 4 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆22Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- A research/testing tool for stock trading strategies☆34Updated 7 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆59Updated 5 years ago
- World Quant University Capstone Project - Swing Trading☆11Updated 2 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆34Updated 6 years ago
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆62Updated 5 years ago
- ☆24Updated 6 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆52Updated 4 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- integrate backtrader with interactive brokers☆45Updated 3 years ago
- Options Trader written in Python based off the ib_insync library.☆54Updated last year
- ☆74Updated 11 months ago
- trade ES Futures Options☆34Updated 4 years ago
- ☆61Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆64Updated 2 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆47Updated 4 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Updated 4 years ago
- ☆39Updated 4 years ago