今回はバックテストを行うためのpythonライブラリであるBacktesting.pyについて解説します。 ずっと前に公開した自前のバックテストコードではそろそろ物足りなくなってきたので最近はBacktesting.pyを使っています。 最初からこっちを使っていれば良かったん ...

前回は公式ドキュメントのサンプルコードを実行して、グーグルの株価でドテン売買した場合どうなるかを確認しました。 今回はpandas-datareaderというのを使って任意の株価、為替レートを取得してみます。 まずはpipでインストール。 pip install pandas-datareader ...

Explore common Python backtesting pain points, including data quality issues, execution assumptions, and evaluation ...

Backtesting is an essential part of the trading and investment process as it reveals how a strategy would perform under real-market conditions. It enables traders and analysts to assess, through ...

GuruFocus launched the new Backtesting feature within the All-in-One Guru Screener on June 20, allowing users to model an investing strategy's performance relative to the Standard & Poor's 500 index, ...

In the constantly changing world of cryptocurrency trading, artificial intelligence (AI) has emerged as one of the strongest tools available to traders who demand data-informed decisions. But an AI ...

TakeProfit Inc, operator of the cloud trading platform TakeProfit.com, today announced the release of a fully integrated, ...

This paper provides practical recommendations for the validation of the backtesting process under the targeted review of internal models (TRIM). It advises on the introductory steps for validating the ...