In Part 1 we used simple Python to Improve our Backtesting times. Starting out with DataFrames we took a simple RSI strategy over a period of 7000 days and reduced from 7.3 seconds (which is a complete joke; sorry Pandas!) down to 0.003 seconds by converting everything to lists. But if you recall the comparison […]
Improving your Python Backtesting – From DataFrames to Cython [Part 1]
Intro Backtesting is every systematic trader’s basic tool. And Python is becoming the lingua franca of programming. So putting Python into Backtesting to get fast results should be possible! Yes and no! In this article, we’ll cover how to really improve your Python backtesting and boost your speeds by several orders of magnitude! First a […]
Calculating Bond Index Prices: Analyzing the Bond Bear Market
In the previous article we set out to cover a new asset class: Bond investments. We saw how by including bonds together with stocks we could improve on our portfolio performance. Is this mixture still good given that we are now shifting in the interest rate cycle to a Bond Bear Market? In this article we […]
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