In this article we are going to consider our first intraday trading strategy. It will be using a classic trading idea, that of "trading pairs".… ( 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 )
How to Identify Algorithmic Trading Strategies
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 )