Published in Analytics Vidhya·Sep 6, 2021Member-onlyFactor Investing with Python #3 Single Period Factor BacktestingOne of the most important parts of Factor Investing is to know what factors could work and one of the most used ways is Factor Backtesting. In this session let’s use the API we created in the Last Session to see how we can do the single period factor backtesting. Core Idea …Python8 min read
Published in Analytics Vidhya·Aug 4, 2021Member-onlyFactor Investing with Python #2 APIHaving raw data is NOT enough to work on Factor Investing efficiently and we need a utility tool (API), which understands the financial languages. Financial Analytics Data API is essential before we start working on the actual analysis. Some people call it API and some people call it SDK, no…Finance8 min read
Published in Analytics Vidhya·Jan 20, 2021Member-onlyOne Mind Change to Advance Your Python SkillsIf you are struggling to master Python or if you are wondering how to jump out of the beginner’s world, a single mindset change could help. The Sin of Python for Beginners — Hidden Types If you just started learning to program, especially outside the engineering world, it’s likely you started with Python these days. It is an easy-to-learn…Python2 min read
Published in Analytics Vidhya·Jan 8, 2021Member-onlyFactor Investing with Python #1 DataData comes first when we are talking about Finance and Python. However, I am not only talking about capturing the raw data but also the way to structure it and ideally creating a financial analytics API around the data. Financial Analytics Data API (not raw data) should help us do…Finance6 min read
Published in DataDrivenInvestor·Jan 4, 2021Member-onlyDo Not Learn Python in 2021!If learning Python is one of your new year resolutions, please read. A Common Question About Learning Python Python definitely has been expanding in the Financial Industry in recent years. I am getting to know more and more people, who are not computer engineers, started learning Python, either to advance the career or being asked to…Learning To Code5 min read
Published in Analytics Vidhya·Dec 30, 2020Member-onlyFactor Investing with PythonA new series of Python in Finance with a practical example. Let’s learn something about how professional money managers are handling the portfolios and where Python can be used. Motivation With the limited amount of good quality data available for less cost, the most common articles on Medium are talking about…Investment3 min read
Published in Analytics Vidhya·Dec 29, 2020Member-onlyBacktesting of Trading Strategy with Technical Indicator #5Coding is the simplest part of the trading and the backtesting is only a start. Behind all the successes it is how we use it makes the difference. In this session, I would like to show how possibly we could use the backtesting. In the last four sessions, we have…Finance6 min read
Published in DataDrivenInvestor·Oct 8, 2020Member-onlyBacktesting of Trading Strategy with Technical Indicator #4There are many technical indicators we can trade with. The question is what is the best one for a given asset? We are going to answer this question by improving our backtesting from the last session. In the last session, we have seen how to find the best combination of…Finance8 min read
Published in Analytics Vidhya·Aug 1, 2020Member-onlyBacktesting of Trading Strategy with Technical Indicator #3Find the best combination of stop loss level and parameter of Keltner Channel by turning the previous Python scripts into re-usable functions. The Goal of This Session Turn the scripts into well-structured functions (re-usable tools). Find the best combination of stop loss level and parameter for Keltner Channel. Quick Re-cap In our last session, we added stop…Finance7 min read
Published in Analytics Vidhya·Jul 29, 2020Member-onlyWill Stop Loss Help Trading with Technical Indicators?Python: Backtesting of Trading Strategy with Technical Indicator #2 The Goal of This Session Add Stop Loss into our trade simulation code Add Maximum Drawdown to our backtesting analysis Quick Re-cap In our last session, we used simple code and done the backtesting for a simple strategy using the Keltner Channel. We found that if we do…Python6 min read
