Can I read Building a Simple Backtester in Python on EtoBox?
Building a Simple Backtester in Python by Michael Peters is a document available to read on EtoBox.
What is Building a Simple Backtester in Python about?
The document discusses building a backtesting engine in Python using Numpy and Pandas libraries to backtest a simple sector momentum trading strategy. It describes taking a vectorized approach to keep the code simple, involving initializing a Backtest class, defining properties and methods to run the strategy and get performance results, and running the strategy which selects the top 3 performing sectors each month to hold equally. Sample code is provided to instantiate the class, run the strategy, and plot
- Author
- Michael Peters
- Language
- EN