Mature Python libraries such as matplotlib, pandas and scikit-learn also reduce the necessity to write boilerplate code or come up with our own implementations of… ( Read More )
How to Identify Algorithmic Trading Strategies
In this article we will make use of the machinery we introduced to carry out research on an actual strategy, namely the Moving Average Crossover… ( Read More )
Sharpe Ratio for Algorithmic Trading Performance Measurement
When carrying out an algorithmic trading strategy it is tempting to consider the annualised return as the most useful performance metric. However, there are many… ( Read More )
Continuous Futures Contracts for Backtesting Purposes
Brief Overview of Futures Contracts Futures are a form of contract drawn up between two parties for the purchase or sale of a quantity of… ( Read More )
Research Backtesting Environments in Python with pandas
Backtesting is the research process of applying a trading strategy idea to historical data in order to ascertain past performance. In particular, a backtester makes… ( Read More )