Workshop: Guided Example - Backtesting with Python

Guided Example: Backtesting with Python

Date: 28 Oct

Time: 14:30 - 17:00

Target Audience: All Students

Medium of Instruction: English

Pre-requisite: Basic knowledge in Python

What you will learn

1. Using Python with other open-source python packages, you could
   1. Simply retrieve historical data of stocks from open data sources
   2. Learn and use a open-source Python trading framework called backtrader to build a trading strategy
   3. Run backtesting with pre-defined strategy with historical data to access performance
      
      

Course outline

1. Retrieve historical data of stocks
2. Introduction and update for backtrader
3. Basic structure: strategy and cerebro engine
4. Data feeding
5. Develop a trading strategy
6. Execute and notify orders according to the strategy
7. Profit and Loss with logging and visualization on backtesting
8. Course work: Putting all together for a backtesting with new strategy