Python

Empyrial – The Easiest Way to Optimize Portfolios in Python

Portfolio calculation and optimizations are very basic tasks in Quantitative Finance. But people who are just started programming might have issues with them. Empyrial library in Python might be a solution for simple portfolio tasks. It encloses data downloading and all computations behind a super simple interface. You can literally code optimization in 1-2 lines …

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Empyrial – The Easiest Way to Optimize Portfolios in Python

Portfolio calculation and optimizations are very basic tasks in Quantitative Finance. But people who are just started programming might have issues with them. Empyrial library in Python might be a solution for simple portfolio tasks. It encloses data downloading and all computations behind a super simple interface. You can literally code optimization in 1-2 lines …

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Paring WallStreetBets in Python in Few Lines of Code (Reddit API)

If you’re even slightly interested in trading or investing you probably heard about WallStreetBets. I’s a huge community of retail traders on Reddit with 9.5M followers. This community can influence the market quite significantly these days. Here is a chart of Gamestop, the most famous stock in the community. As you can see community triggered …

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Calculating Multi-Timeframe Backtests in Python with Backtrader

Pretty often it can be interesting to backtest a strategy across several timeframes. In the simple case you want to have a signal on one timeframe and just want a confirmation for another higher timeframe. In this video, I will show you how easy it is to use multiple timeframes in Backtrader backtests in Python. …

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Running Backtesting for Universe of Stocks in Python with Backtrader

Pretty often you want to backtest your strategy on multiple instruments and you’re interested in how it will work together. In this article, I will show you how easy it is to do that in Python using Backtrader. To load multiple data sources to Backtrader you can use the following code: The idea is pretty …

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Running a Massive Backtest on 1M Bars in Python with Backtrader

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 …

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