Скачать с ютуб Backtesting with Pandas and TA-lib в хорошем качестве

Backtesting with Pandas and TA-lib

💥 Download the FREE Data Science Roadmap for 2023 ➡️ http://bit.ly/3ysZjG5 💥 Blog: https://mbel-education.com 💥 Code: https://github.com/martinbel/computat... --------------------------------------------------------------------------------------------------- In this video I cover how to do Backtesting in Python using only Pandas and the TA-lib. The idea is to explain the key concepts in backtesting so you have full control and understand what is going on. Using libraries such as backtrader or backtesting.py is simpler but you loose some control of what is going on and they are less flexible to include AI models. In the long run, I think it pays-off to be able to do backtesting with only a data-frame library such as Pandas. Timeline 0:00 Why pandas for backtesting? 0:55 Getting the data 2:05 Computing returns 3:10 Using talib to compute indicators 4:03 Strategy logic 7:40 Compute the signal 11:52 Plotting the gross returns 13:14 Compute performance 17:10 Parameter Grid Search 21:26 Heatmap with Strategy Performance 23:20 Expand the parameter grid 25:10 EDA on some strategies