Backtesting Strategies Test Trading Strategies Using Python

Find out if your trading strategy will work in real life by testing how it would have worked in the past

Last updated 2022-01-10 | 4.7

- Calculate risk and return of investment portfolios
- Create graphs and charts using Pandas and Matplotlib
- Apply best practices when working with financial data

What you'll learn

Calculate risk and return of investment portfolios
Create graphs and charts using Pandas and Matplotlib
Apply best practices when working with financial data
Take your career to the next level
Be comfortable applying for a developer job in a financial institution
Perform backtesting analysis on your investments
Build and analyze investment portfolios
Calculate risk and return of individual securities
Compare securities using their Sharpe ratio
Use Python to solve real-world tasks
Carry out in-depth investment analysis
Perform max drawdown analysis
Understand how to use the data analysis toolkit
Pandas
Apply and succeed in the best rated job in the world: Data Science

* Requirements

* All software and data used in the course is free
* You’ll need to install Python 3 and Anaconda

Description

  • Calculate risk and return of investment portfolios
  • Create graphs and charts using Pandas and Matplotlib
  • Apply best practices when working with financial data
  • Take your career to the next level
  • Be comfortable applying for a developer job in a financial institution
  • Perform backtesting analysis on your investments
  • Build and analyze investment portfolios
  • Calculate risk and return of individual securities
  • Compare securities using their Sharpe ratio
  • Use Python to solve real-world tasks
  • Carry out in-depth investment analysis
  • Perform max drawdown analysis
  • Understand how to use the data analysis toolkit, Pandas
  • Apply and succeed in the best rated job in the world: Data Science

Course content

3 sections • 11 lectures

Introduction Preview 00:52

CAGR: Compound Annual Growth Rate Preview 36:29

Volatility and Sharpe Ratio Preview 19:31

Max Loss (Drawdown) Preview 14:37

Introduction Preview 01:00

Trading on Price Preview 29:14

Portfolio Theory Part 1 Preview 18:13

Portfolio Theory Part 2 Preview 14:16

Portfolio Theory Part 3 Preview 22:00

Portfolio Theory Part 4 Preview 14:17