https://github.com/chuxinh/trading-strategy-simulation

Comparing dollar-cost averaging frequencies 🤓
https://github.com/chuxinh/trading-strategy-simulation

financial-analysis simulation statistical-analysis trading-strategies

Last synced: 9 days ago
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Comparing dollar-cost averaging frequencies 🤓

• Host: GitHub
• URL: https://github.com/chuxinh/trading-strategy-simulation
• Owner: chuxinh
• Created: 2021-02-08T13:01:36.000Z (almost 4 years ago)
• Default Branch: main
• Last Pushed: 2024-04-23T10:00:17.000Z (7 months ago)
• Last Synced: 2024-04-23T13:25:17.928Z (7 months ago)
• Topics: financial-analysis, simulation, statistical-analysis, trading-strategies
• Language: Jupyter Notebook
• Homepage:
• Size: 1.07 MB
• Stars: 15
• Watchers: 1
• Forks: 7
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

Awesome Lists containing this project

README

        
# Trading Strategy Simulation

### 📈 Comparing dollar-cost averaging trading frequencies

This repository explores the topic of dollar-cost averaging strategy for investing, and how risk and return of assets could change as the investment interval varies.

We are typically interested in comparing weekly (5-day) vs monthly (20-day) investment frequency. The dataset is pulled via this python package [yahoofinancials](https://github.com/JECSand/yahoofinancials). We do backtesting by randomly sampling historical prices over a 5-year period since 2016 to construct portfolios, and use hypothesis testing to see if there's any significant difference between risks and returns over the studied period.

You can also find a related blog [post](https://www.chuxinhuang.com/blog/trading-strategy-simulation-with-python/) on my website.

Kudos to [Paul Tune](https://twitter.com/ptuls) and [Cuong Duong](https://github.com/tcuongd) for the code review!

**Getting started**

In order to run the notebook, you need to have all the required packages installed, run:

```

pip3 install -r requirements.txt

```

### 📬 Wanna to stay in touch 

I tweet about data, tech, China, music and art [@chuxin_h](https://twitter.com/chuxin_h). 

Stay up-to-date by subscribing to my [newsletter](https://cantabile.substack.com/).

 


> **Disclaimer**

> 

>*The work in this notebook is provided for informational purposes only, and should not be relied upon as legal, businesses, investment or tax advice. References to any securities or digital assets are for illustrative purposes only, and do not constitute an investment recommendation or offer to provide investment advisory services.*