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

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Published on ● Video Link: https://www.youtube.com/watch?v=swTmU86wYIc


Duration: 12:16
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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This series has become outdated with Quantopian 2.0.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.

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Tags:
Python (Programming Language)
back-test
Backtesting
Finance (Industry)
investing
trading
high frequency trading
Market
fundamental
value investing
zipline
quantopian
Forex
algorithmic trading