| 001 Data.mp4 | 32.1 MB | ||
| 001 Data_en.srt | 4.9 KB | ||
| 001 Introduction to Pairs trading.mp4 | 61.4 MB | ||
| 001 Introduction to Pairs trading_en.srt | 13.4 KB | ||
| 001 Introduction-slides.pdf | 66.1 KB | ||
| 001 Introduction.mp4 | 21.9 MB | ||
| 001 Introduction_en.srt | 4.1 KB | ||
| 001 Pairs Trading.html | 204.8 B | ||
| 001 Pairs trading and Holding SPY.mp4 | 115 MB | ||
| 001 Pairs trading and Holding SPY_en.srt | 8.9 KB | ||
| 001 Part 1 Introduction to the Cross Over strategy and a worked example.mp4 | 64.8 MB | ||
| 001 Part 1 Introduction to the Cross Over strategy and a worked example_en.srt | 12.6 KB | ||
| 001 Time-Series-reader.pdf | 647.2 KB | ||
| 001 dataset-instrument-A.csv | 3 MB | ||
| 001 dataset-instrument-B.csv | 3.1 MB | ||
| 001 intro-to-pairs-trading.pdf | 267.6 KB | ||
| 001 link-to-data-and-meta.rtf | 409.6 B | ||
| 001 multi-testing.py | 12.3 KB | ||
| 001 pipeline.ipynb | 117.5 KB | ||
| 001 take-home-assignment.ipynb | 6.5 KB | ||
| 001 the pipeline class.mp4 | 119.3 MB | ||
| 001 the pipeline class_en.srt | 18.3 KB | ||
| 002 Crossing Over.mp4 | 128.9 MB | ||
| 002 Crossing Over_en.srt | 13.2 KB | ||
| 002 Part 2 Coding the Backtester - the Cross Over class.mp4 | 72.1 MB | ||
| 002 Part 2 Coding the Backtester - the Cross Over class_en.srt | 13.9 KB | ||
| 002 Set Up part 1.mp4 | 190.9 MB | ||
| 002 Set Up part 1_en.srt | 20.1 KB | ||
| 002 cross-over-backtest.py | 7 KB | ||
| 002 lecture pipeline class.mp4 | 85.3 MB | ||
| 002 lecture pipeline class_en.srt | 20.1 KB | ||
| 002 pipe-line.py | 1.3 KB | ||
| 003 Corrections.html | 204.8 B | ||
| 003 Part 3 Coding Backtester part 2- Handle Data.mp4 | 201.4 MB | ||
| 003 Part 3 Coding Backtester part 2- Handle Data_en.srt | 29.2 KB | ||
| 003 SET-UP.ipynb | 41.2 KB | ||
| 003 Set Up part 2.mp4 | 119 MB | ||
| 003 Set Up part 2_en.srt | 16.3 KB | ||
| 003 cross-over-backtest.py | 7 KB | ||
| 003 final-90.csv | 2.6 MB | ||
| 003 multi-testing.py | 12.7 KB | ||
| 004 Implementations.mp4 | 150.4 MB | ||
| 004 Implementations_en.srt | 19.2 KB | ||
| 004 Part 4 Coding the Backtester part 3 - Backtest.mp4 | 125.9 MB | ||
| 004 Part 4 Coding the Backtester part 3 - Backtest_en.srt | 18.7 KB | ||
| 004 SET-UP.ipynb | 231.1 KB | ||
| 004 Worked Example.mp4 | 131.9 MB | ||
| 004 Worked Example_en.srt | 14.8 KB | ||
| 004 implementations.ipynb | 36.8 KB | ||
| 005 Orders class part 1.mp4 | 164.2 MB | ||
| 005 Orders class part 1_en.srt | 17 KB | ||
| 005 Part 5 Coding the Backtester part 4 - Get results.mp4 | 170.1 MB | ||
| 005 Part 5 Coding the Backtester part 4 - Get results_en.srt | 23.5 KB | ||
| 005 ma-cross-over.py | 8.9 KB | ||
| 006 Orders class part 2.mp4 | 182.2 MB | ||
| 006 Orders class part 2_en.srt | 16.2 KB | ||
| 006 Orders.py | 6.4 KB | ||
| 006 Part 6 TSLA example.mp4 | 218.2 MB | ||
| 006 Part 6 TSLA example_en.srt | 26 KB | ||
| 006 TSLA-example.ipynb | 1.3 MB | ||
| 006 tsla-series.csv | 25.1 KB | ||
| 007 Backtester class part 1.mp4 | 117.8 MB | ||
| 007 Backtester class part 1_en.srt | 17.8 KB | ||
| 007 Part 7 Long term study on Russell 3000 Index vs SPY.mp4 | 263.6 MB | ||
| 007 Part 7 Long term study on Russell 3000 Index vs SPY_en.srt | 27.7 KB | ||
| 007 rs-tickers.txt | 13.1 KB | ||
| 007 russell-simulation-study.ipynb | 21.1 KB | ||
| 008 Backtest.py | 8.8 KB | ||
| 008 Backtester class part 2.mp4 | 51.6 MB | ||
| 008 Backtester class part 2_en.srt | 6 KB | ||
| 008 Part 8Long term study part 2.mp4 | 43.7 MB | ||
| 008 Part 8Long term study part 2_en.srt | 5.1 KB | ||
| 008 beat-spy.csv | 10.2 KB | ||
| 008 russell-simulation-study.ipynb | 51.8 KB | ||
| 009 Backtester class part 3.mp4 | 276.6 MB | ||
| 009 Backtester class part 3_en.srt | 25.5 KB | ||
| 009 Part 9 High vs Low volatile stocks in the Cross Over part 1.mp4 | 236.9 MB | ||
| 009 Part 9 High vs Low volatile stocks in the Cross Over part 1_en.srt | 28.9 KB | ||
| 010 Backtest.py | 12.5 KB | ||
| 010 Backtester class part 4.mp4 | 280.5 MB | ||
| 010 Backtester class part 4_en.srt | 26.5 KB | ||
| 010 Orders.py | 6.4 KB | ||
| 010 Part 10 High vs Low volatile stocks part 2.mp4 | 186.3 MB | ||
| 010 Part 10 High vs Low volatile stocks part 2_en.srt | 19.5 KB | ||
| 010 high-beat-spy.csv | 5.4 KB | ||
| 010 high-low-cross-over.ipynb | 79.6 KB | ||
| 010 low-beat-spy.csv | 1.8 KB | ||
| 011 Discussions.pdf | 23.6 KB | ||
| 011 Large scale simulation part 1.mp4 | 187.4 MB | ||
| 011 Large scale simulation part 1_en.srt | 28.5 KB | ||
| 011 Part 11 Discussion topics.html | 102.4 B | ||
| 012 Large scale simulation part 2.mp4 | 326.6 MB | ||
| 012 Large scale simulation part 2_en.srt | 37.6 KB | ||
| 012 mass-simulation.ipynb | 391.8 KB | ||
| 013 Large scale simulation part 3.mp4 | 47.8 MB | ||
| 013 Large scale simulation part 3_en.srt | 8.6 KB | ||
| 013 Point-to-consider.pdf | 62.5 KB | ||
| 013 mass-simulation-regression-results.pdf | 84.8 KB | ||
| Bonus Resources.txt | 409.6 B | ||
| EODMETA.csv | 12.7 MB | ||
| Get Bonus Crypto Downloads Here.url | 204.8 B | ||
| _EODMETA.csv | 1.4 KB | ||
| _mass_simulation.csv | 307.2 B | ||
| _sum_squares_90.csv | 204.8 B | ||
| mass_simulation.csv | 5.3 MB | ||
| sum_squares_90.csv | 15 MB | ||
| ▲ 106 total files | |||
Backtest Quantitative Trading strategies from Scratch
https://FreeCryptoLearn.com
MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz, 2 Ch
Genre: eLearning | Language: English + srt | Duration: 33 lectures (10h 21m) | Size: 4 GB
Building your own backtesters with a 20 year data set and large scale simulation studies
What you'll learn
Cointegration: Engle and Granger Approach
Creating your own backtesters in python
Covering Object Orientated Programming
Python packages: Pandas, Numpy, Scikit, Joblib, Matplotlib
Time Series
Quantitative trading
Moving Average Cross Over
Pairs trading
Stock Pipeline
Requirements
A curious mind will do. However, you need to be familiar with some of the elementary Python operations and OOP
Some background in mathematics or econometrics
| torrent name | size | uploader | age | seed | leech |
|---|---|---|---|---|---|
|
Algorithmic Trading - Backtest, Optimize and Automate in Python - Udemy Posted by
freecoursewb in Other
|
1.2 GB | freecoursewb | 4 years | 2 | 2 |
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