[See Description] Back-testing our strategy - Programming for Finance with Python - part 5

From the creator

UPDATED series: https://pythonprogramming.net/quantopian-trading-strategies-introduction-python-programming-for-finance/ This series has become outdated with Quantopian 2.0. In this tutorial, we cover actually executing our strategy against historical prices and historical fundamental data in a backtest. Here, we see how we did, compared to a benchmark, like the S&P 500 ETF, $SPY. We use Quantopian to back test our strategy, since Quantopian automatically comes with a plethora of statistics and options for back-testing trading strategies. sample code: http://pythonprogramming.net http://hkinsley.com https://twitter.com/sentdex http://sentdex.com http://seaofbtc.com

Published 2015-06-30 · Watch on YouTube ↗
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