tradingwithpython.blogspot.com
Trading with Python: Leveraged ETFs in 2013, where is your decay now?
http://tradingwithpython.blogspot.com/2014/01/leveraged-etfs-in-2013-where-is-your.html
Monday, January 13, 2014. Leveraged ETFs in 2013, where is your decay now? Many people think that leveraged etfs in the long term underperform their benchmarks. This is true for choppy markets, but not in the case of trending conditions, either up or down. Leverage only has effect on the most likely. Outcome, not on the expected. Outcome. For more background please read this post. I will be considering these pairs:. SPY 2 SSO -1. SPY -2 SDS -1. QQQ 2 QLD -1. QQQ -2 QID -1. IYF -2 SKF -1. I would think th...
tradingwithpython.blogspot.com
Trading with Python: Tools & Cookbook
http://tradingwithpython.blogspot.com/2011/10/tools-cookbook.html
Monday, October 17, 2011. I've added two pages specifically to help new users to get started. Here you'll find all the info you need to set up a development environment. Overview of recipies I've written. The code itself is hosted on Google Code. October 19, 2011 at 7:00 PM. Being one with no experience this is totally cool stuff! Can you use Python to do black box programming? October 20, 2011 at 10:43 AM. October 24, 2011 at 4:24 AM. Really interested in the blog. Hope you keep posting new stuff. My na...
tradingwithpython.blogspot.com
Trading with Python: How to setup Python development environment
http://tradingwithpython.blogspot.com/2011/11/how-to-setup-python-development.html
Friday, November 4, 2011. How to setup Python development environment. If you would like to start playing with the code from this blog and write your own, you need to setup a development environment first. I've already put a summary of tools and software packages on the tools page. And to make it even easier, here are the steps you'll need to follow to get up and running:. This includes Python 2.7 and tools Spyder, Ipython etc. 2 Install Tortoise SVN. This is all you need for now. I was able to pull data...
tradingwithpython.blogspot.com
Trading with Python: Building an indicator from short volume data
http://tradingwithpython.blogspot.com/2013/08/building-indicator-from-short-volume.html
Thursday, August 15, 2013. Building an indicator from short volume data. We need more information additional. To what is contained the price to make a more informed guess about what is going to happen in the near future. An excellent example of combining all sorts of info to a clever analysis can be found on the The Short Side of Long blog. Producing this kind of analysis requires a great amount of work, for which I simply don't have the time as I only trade part-time. Step 1: Find data source. What I re...
tradingwithpython.blogspot.com
Trading with Python: Plotting with guiqwt
http://tradingwithpython.blogspot.com/2011/12/plotting-with-guiqwt.html
Wednesday, December 14, 2011. While it's been quiet on this blog, but behind the scenes I have been very busy trying to build an interactive spread scanner. To make one, a list of ingredients is needed:. Gui toolkit: pyqt -check. Data aquisition: ibpy and tradingWithPython.lib.yahooData - check. Data container: pandas and sqlite - check. Plotting library: matplotlib - ehm. No. Is just it. Interactive charts are just a couple of code lines away now, take a look at an example here: Creating curve dialog.
github.com
GitHub - mementum/backtrader: Python Backtesting library for trading strategies
https://github.com/mementum/backtrader
Python Backtesting library for trading strategies. Http:/ www.backtrader.com. Use Git or checkout with SVN using the web URL. Aug 18, 2016. Merge branch 'master' of. Failed to load latest commit information. Reorder parameters to match zlind ordering. Aug 18, 2016. Updated Yahoo daily sample 1996-2015. May 9, 2016. Aug 18, 2016. Change bt.signals to bt.signal. Aug 13, 2016. Change minperiod because default for indicator has been left at 30. Aug 18, 2016. Mar 7, 2016. Ignore ipython notebook checkpoints.
tradingwithpython.blogspot.com
Trading with Python: Short VXX strategy
http://tradingwithpython.blogspot.com/2013/08/short-vxx-strategy.html
Sunday, August 18, 2013. Shorting the short-term volatility etn VXX may seem like a great idea when you look at the chart from quite a distance. Due to the contango in the volatility futures, the etn experiences quite some headwind most of the time and looses a little bit its value every day. This happens due to daily rebalancing, for more information please look into the prospect. To start with a word of warning here: do not trade volatility unless you know exactly how much risk you are taking. Above: p...
tradingwithpython.blogspot.com
Trading with Python: Simple backtesting module
http://tradingwithpython.blogspot.com/2014/07/simple-backtesting-module.html
Wednesday, July 16, 2014. My search of an ideal backtesting tool (my definition of 'ideal' is described in the earlier 'Backtesting dilemmas' posts) did not result in something that I could use right away. However, reviewing the available options helped me to understand better what I really want. Of the options I've looked at, pybacktest. Strategy specific functionality, like determining entry and exit points should be done outside of the backtester. A typical workflow would be:. Ie go long at time=t and...
tradingwithpython.blogspot.com
Trading with Python: Getting short volume from BATS
http://tradingwithpython.blogspot.com/2013/08/getting-short-volume-from-bats.html
Sunday, August 18, 2013. Getting short volume from BATS. In my last post I have gone through the steps needed to get the short volume data from the BATS exchange. The code provided was however of the quick-n-dirty variety. I have now packaged everything to bats.py. Module that can be found on google code. (you will need the rest of the TradingWithPython library to run bats.py). Subscribe to: Post Comments (Atom). Trading With Python course. To continue to the Trading With Python course website. My name i...
