Trading Order Out of Chaos
![Improving your Python Backtesting – From DataFrames to Cython [Part 2]](https://www.fxmastercourse.com/wp-content/uploads/2021/01/Python-Backtesting-700x300.png)
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 […]
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 […]
Equities mean-reversion works right now. And as part of Building Consistently Profitable Trading Systems it forms a key component. In this article we’ll present the final version of the mean-reversion system to form part of the trading toolbox, and the final portfolio. It’s the Larry Connor’s RSI2 strategy. And it’s based on the two concepts […]
In this second part of the Mean-Reversion in Equities series we’ll cover the reasons behind why mean reversion works in various market regimes. In the previous article we combined the idea of looking at two consecutive down-days combined with buying the S&P 500 while it was below its five day moving average. A question that […]
At last! We’ve made it to the mean-reverting part of the series, starting with our focus on equities and their mean-reversion habits. So, here’s the deal. We’re going to keep it simple, just like in the previous three posts, and start from the ground up. Over the following series we’ll culminate in a simple, straightforward […]
Very clear, engaging and insightful.
Quick thank you for the suggestion to look at shorting the CHFJPY. Just closed at 122 pips profit. With only 9 pips Max loss. Nice. Michele Russell
Great teaching style. Very engaging. Material was presented in interesting manner and focused more on real life than theory.
Excellent, funny. Very knowledgeable!
The bar in trader education has been set and I highly recommend anyone wishing to pursue a career in trading to invest in this program. Jehan Jabar
Very insightful from an intelligent and talented individual. Life changing.
Very well structured, interesting and insightfull
I really do rate everything with a “5.” Very good talk