Quite often, when you work on advanced strategies only prie is not enough for you. You might want to use correlations between stocks, sentiment data, fundamentals, and so on. In this article, I will show you how you can use multiple data sources in Backtrader Strategies. So let’s assume I want to add additional conditions Using Multiple Datasets in Backtrader’s Strategies Read More →

Pretty often strategies you backtest have quite a lot of parameters and it’s pretty hard to find out which parameters work the best. Of course, you can change parameters manually and run backtest multiple times. But there are better ways to do that. In this article, I will show you how you run multiple backtests Optimizing Strategy Backtesting in Python with Backtrader Read More →

Python is a very powerful language for backtesting and quantitative analysis. You’re free to use any data sources you want, you can use millions of raws in your backtesting easily. In this article, I show an example of running backtesting over 1 million 1 minute bars from Binance. Including libraries: Function to get data from Running a Massive Backtest on 1M Bars in Python with Backtrader Read More →

Binance is of the popular crypto exchanges on the market and a lot of people trade on it. It’s important to use historical data to backtest trading strategies. So I decided to create a video showing you how you can download historical bars from Binance. I did it using basic Python modules, so you can Getting Historical Bars from Binance API with Python Read More →

Portfolio Performance in R for Stocks Portfolio Performance in R for Crypto