Python for Financial Analysis – Backtesting Investment Strategies
This eBook will teach you all you need for backtesting investment strategies using Python libraries Pandas, NumPy, and Matplotlib in Jupyter Notebook.
This eBook assumes that you are familiar with Python. If not, feel free to follow along.
The main focus of this book is to use the Python libraries Pandas, NumPy and Matplotlib for backtesting investment strategies.
By the time you finish this eBook, you will have covered the following with practical code examples (available on GitHub):
- How to work with financial time series data.
- Read data from CSV files and directly from API.
- Visualize financial time series data with Matplotlib.
- Calculate return (CAGR), maximum drawdown, and volatility (backtesting performance).
- How to work with investment strategies.
- Backtesting investment strategies.
Simply, master all you need to know for backtesting investment strategies with Python.
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