https://github.com/hudson-and-thames/backtest_tutorial
https://github.com/hudson-and-thames/backtest_tutorial
Last synced: 20 days ago
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- Host: GitHub
- URL: https://github.com/hudson-and-thames/backtest_tutorial
- Owner: hudson-and-thames
- License: mit
- Created: 2023-12-30T18:38:52.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2024-01-09T17:16:31.000Z (over 1 year ago)
- Last Synced: 2025-04-05T14:41:55.181Z (about 1 month ago)
- Language: Jupyter Notebook
- Size: 1.34 MB
- Stars: 137
- Watchers: 5
- Forks: 45
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Backtesting Tutorial for Algorithmic Trading
Welcome to the GitHub repository for our [Udemy course](https://www.udemy.com/course/mastering-backtesting-for-algorithmic-trading/?referralCode=DED2C1825744E0151EAA) on backtesting for algorithmic traders. This course is designed to teach you the fundamental concepts and practical applications of backtesting trading strategies, using Python and various financial analysis libraries.
## About the Course
This course offers a comprehensive introduction to backtesting trading strategies. We focus on creating a robust framework to test your trading ideas and hypotheses with historical market data. The course covers:
- Building your own backtester in python.
- Before you backtest - use this protocol!
- Best Practices in Research for Quantitative Equity Strategies
- What Not to Do!
- The Importance of Causality in your Experiment Design
- Detecting False Investment Strategies
- Bonus Lectures
## Repository Contents
This repository includes the Jupyter Notebooks used in the course:
- **YFinance_Tutorial**: An introduction to pulling free data from Yahoo Finance, using the yfinance library.
- **Vectorized_Backtest_Tutorial.ipynb**: The main tutorial notebook with Python code and detailed explanations.
- **Intro_Transaction_Costs.ipynb**: A tutorial to show how transaction costs can be added to your backtests.
## Getting Started
To get started with the tutorial:
1. **Clone the Repository**: Clone this repository to your local machine using:
```bash
git clone https://github.com/hudson-and-thames/backtest_tutorial.git
```
2. **Set Up Your Environment**:
- It is recommended to use a virtual environment.
- Open the getting_started.md file to follow the setup instructions.
4. **Run the Jupyter Notebooks**: Open the notebooks in Jupyter and follow along with the course.
## Prerequisites
Before starting this course, you should have:
- Basic knowledge of Python programming.
- Understanding of financial markets and trading principles.
- Familiarity with Jupyter Notebooks.
- This is taught at a graduate level.
## Contributing
We welcome contributions to this tutorial! If you have suggestions for improvements, please feel free to make a pull request or open an issue.
## License
This tutorial is provided under the [MIT License](LICENSE).
## Contact
For any queries or feedback related to this course, please contact system[at]hudsonthames.org.