In this article I want to introduce you to the methods by which I myself identify profitable algorithmic trading strategies. Our goal today is to… ( Read More )
Event-Driven Backtesting with Python - Part VIII
It's been a while since we've considered the event-driven backtester, which we began discussing in this article. In Part VI I described how to code… ( Read More )
Event-Driven Backtesting with Python - Part VII
In the last article on the Event-Driven Backtester series we considered a basic ExecutionHandler hierarchy. In this article we are going to discuss how to… ( Read More )
Event-Driven Backtesting with Python - Part VI
This article continues the discussion of event-driven backtesters in Python. In the previous article we considered a portfolio class hierarchy that handled current positions, generated… ( Read More )
Event-Driven Backtesting with Python - Part V
In the previous article on event-driven backtesting we considered how to construct a Strategy class hierarchy. Strategies, as defined here, are used to generate signals,… ( Read More )
Event-Driven Backtesting with Python - Part IV
The discussion of the event-driven backtesting implementation has previously considered the event-loop, the event class hierarchy and the data handling component. In this article a… ( Read More )
Event-Driven Backtesting with Python - Part III
In the previous two articles of the series we discussed what an event-driven backtesting system is and the class hierarchy for the Event object. In… ( Read More )
Event-Driven Backtesting with Python - Part II
In the last article we described the concept of an event-driven backtester. The remainder of this series of articles will concentrate on each of the… ( Read More )
Event-Driven Backtesting with Python - Part I
We've spent the last couple of months on QuantStart backtesting various trading strategies utilising Python and pandas. The vectorised nature of pandas ensures that certain… ( Read More )
Successful Backtesting of Algorithmic Trading Strategies - Part II
In the first article on successful backtesting we discussed statistical and behavioural biases that affect our backtest performance. We also discussed software packages for backtesting,… ( Read More )