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Backtest with combined R and Python

(Last Updated On: February 21, 2017)

Backtest with comibines R and Python

 

I just read Ivan P’s latest article over at http://www.quintuitive.com/. He mentioned the different backtesting options of Quantopian and QuantConnect. I have no issue with either but I then started think of the different combos of Python and/or R combined. I even thought about 100% Python backtesting framework. Here are a bunch of article below:

 

Backtesting – Tool Review

https://hci-algotrading.com/hci-algo-day-trading-187-13-days-weekly-performance-report-17-february-2017/

http://pmorissette.github.io/bt/

http://gbeced.github.io/pyalgotrade/

https://timtrice.github.io/backtesting-strategies/

http://blog.fosstrading.com/2011/03/how-to-backtest-strategy-in-r.html

https://www.r-bloggers.com/integrating-python-and-r-part-ii-executing-r-from-python-and-vice-versa/

I came to the conclusion to keep my Python testing scripts as short and simple as possible. I think what I created through my Python Infrastructure Building Blocks should demonstrate it. Frameworks will only complicate your strategy development workflow.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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