After running backtests, many quants want to know the best parameters for their strategies. For that, you can run one of the optimization algorithms that will find the best combination of parameters to give you the best metrics you want to optimize. It’s a pretty helpful feature, and many quants use it. However, you must Running Grid Optimization for Backtests in Python using vectorbt Read More →
With the latest events on the market USD yield curve has become a very hot topic in all the news. Many traders want to use it in backtest and custom quantitative analysis. In this small article, I’ll show you how to download the entire history of the US Yield curve in Python just in a Downloading the entire history of the USD Yield Curve in Python Read More →
Kraken is a very popular exchange. Currently, it holds 3rd place in terms of 24h volume traded. Quite a lot of people try to create systematic trading models based on Kraken’s data. Some time ago, I already published an article where I showed how to get data from Kraken. The problem is that for OHLC, Downloading the entire history of OHLC bars from Kraken with Python Read More →
Kraken is a very popular crypto exchange that offers traders a wide variety of digital currencies to buy and sell. It is a secure, reliable platform that provides users with an intuitive interface and advanced trading tools. Kraken is an ideal choice for both experienced traders and beginners, offering a wide range of features at Get market data from Kraken exchange with Python Read More →
The pivot reversal strategy is a popular trading strategy for crypto. It is based on the principle of buying or selling when the price of an asset hits a certain level, signaling a possible reversal in its trend. This strategy can be used to capitalize on short-term price movements in crypto markets. So I decided Implementing Pivot Reversal Strategy in Python with vectorbt Read More →
I’m happy that market data APIs are becoming increasingly accessible to everyone. This democratizes the market and gives everyone a better chance to make informed investments and trading decisions. With services like EODHD, you can now access US stocks for as little as $20 a month. Eodhistoricaldata.com does not sponsor this post, it’s just an Download all US stocks from EODHD API for only 20$/month. Read More →
Heikin-Ashi candles become more and more popular these days among traders. When you use HA candles your chart becomes more smooth and it’s easier to spot trends and reversals on it. In this article, I’ll show you how easy it is to compute Heikin Ashi candles in Python. First, let’s start with exporting libraries I Calculating Heikin-Ashi candles in Python Read More →
When you backtest the strategies you most often you use Profit Target and Stop Loss to protect your earnings and limit your loss. All modern backtesting engines should have these essential features. In this article, I will show you how you can use SL and PT in vectorbt library. In vectorbt framework, you can do Using SL and PT in backtesting in Python with vectrobt Read More →
Creating trading bots these days on intraday data become more and more popular days. For simple backtesting trades usually go to Pine Script. But with libraries like vectorbt backtesting in Python become quite simple. Also, not many people know that you can get intraday data for stocks from Yahoo Finance for free. So in summary Backtesting intraday stock strategies in Python with vectorbt Read More →
UT Bot Strategy is one of the most popular scripts I published on TradingView. I was asked many time if I have a version of this strategy in Python. Recently I started using vectorbt and I decided finally to implement this strategy in Python. First let’s import all the libraries we’ll use in this code: Implementing UT Bot Strategy in Python with vectorbt Read More →
