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https://github.com/chrismaree/cryptoportfoliotester
Jupyter Notebook Implementation of a crypto portfolio backtester 📈
https://github.com/chrismaree/cryptoportfoliotester
Last synced: about 5 hours ago
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Jupyter Notebook Implementation of a crypto portfolio backtester 📈
- Host: GitHub
- URL: https://github.com/chrismaree/cryptoportfoliotester
- Owner: chrismaree
- License: mit
- Created: 2019-05-04T17:45:04.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2020-03-31T02:54:31.000Z (over 4 years ago)
- Last Synced: 2023-07-21T16:57:17.491Z (over 1 year ago)
- Language: HTML
- Homepage:
- Size: 3.72 MB
- Stars: 1
- Watchers: 2
- Forks: 1
- Open Issues: 1
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Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
In this guide a cryptocurrency backtest is created to compare different rebalancing and trading strategies. It covers working with crypto price api's to retrieve information, manipulate this information using `pandas` and `numpy` into something that can be used in time series computations to implement different trading strategies. Interactive time series plotting is covered using `plotly`. This guide provides a useful reference for creating your own crypto back tester as well as a general best practices when dealing the time series data in python.
See the notebook live [here](https://chrismaree.github.io/CryptoPortfolioTester/CryptoBacktester.html) 🚀