April 2015
Intermediate to advanced
340 pages
7h 21m
English
Content preview from Mastering Python for FinanceBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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Designing and implementing a backtesting system
Now that we have an idea of designing a video game for creating a backtesting trading system, we can begin our object-oriented approach by first defining the required classes for the various components in our trading system.
We are interested in implementing a simple backtesting system to test a mean-reverting strategy. Using the daily historical prices from Google Finance, we will take the closing price of each day to compute the volatility of price returns for a particular stock, using the ticker symbol AAPL as an example. We want to test a theory that if the standard deviation of returns for an elapsed number of days is far from the mean of zero by a particular threshold, a buy or sell signal is ...
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.