Quant Mashup - Patrick David
Build a BitCoin(tegration) Backtester [Patrick David]
This tutorial is in 2 parts — (you can run the backtester as a separate standalone module) : Learn the Statistical technique of Cointegration. Build a Bitcoin Backtesting engine using Python to analyze the performance of a Cointegration based trading strategy. Just want the code? click here.
- 4 years ago, 19 Feb 2019, 09:31am -
Stocks, Significance Testing & p-Hacking: How volatile is volatile? [Patrick David]
Over the past 32 years, October has been the most volatile month on average for the S&P500 and December the least, in this article we will use simulation to assess the statistical significance of this observation and to what extent this observation could occur by chance. All code included! Our
- 4 years ago, 23 Oct 2018, 06:32pm -