April 2019
Intermediate to advanced
426 pages
11h 13m
English
Content preview from Mastering Python for Finance - Second Edition
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Summary
A backtest is a simulation of a model-driven investment strategy's response to historical data. The purpose of performing experiments with backtests is to make discoveries about a process or system and to compute various factors related to either risk or return. The factors are typically used together to find a combination that is predictive of the return.
While working on designing and developing a backtest, it would be helpful to think in terms of the concept of creating video games. In a virtual trading environment, components are needed for the simulation of price feeds, the order-matching engine, the order book management, as well as functions for account and position updates. To achieve these functionalities, we can explore ...
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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.