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Webinar: Prototyping Trading Strategies in Python w/Ran Aroussi
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Webinar: Prototyping Trading Strategies in Python w/Ran Aroussi

  #11 (permalink)
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sam028 View Post
I'm not the presenter so these are my own answers .

1/ No but it's easy to do it yourself

2/ No need: assuming you're using similar principles shown in the webinar you'll have a Pandas DataFrame with all the information needed to backtest. So you can backtest the full length of the DataFrame minus the rows you want to use for the forward testing. From the webinar slides the forward tests will be done with spy[-100:] (assuming you'll use the 100 last "rows" for the forward tests)

3/ I'm not sure, maybe Pyfolio can deal with it.

4/ R is for maths guys, not for coders. I found very hard to code in R if you previously learned and worked with classical coding language (C, C++, Java, Pascal, ...). I don't think there's anything you can do in R which can't be done in Python with the huge amount of libraries available.

Thanks for your input.
I think there are some gaps ... that R will fill more easily - tests like CADF, Ljung-Box or running GARCH on real/self-generated data is done in R in 2-3 lines. Let me know if similar is avail on Python.

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  #12 (permalink)
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Hey guys, recording sent to @Big Mike please allow him some time to post.

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  #13 (permalink)
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Webinar recording:



Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

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  #14 (permalink)
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What did everyone think of the webinar?

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member (see why)

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  #15 (permalink)
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Big Mike View Post
What did everyone think of the webinar?

Mike

It was a great webinar. Looking forward to the others

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  #16 (permalink)
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Just had a chance to watch the webinar. It was so good. Thank you so much. I can't wait for the next one!

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  #17 (permalink)
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books for beginners learning Python for trading

Really like the webinar you did on Python.
Was wondering which books you recommend for beginners like me who can use Python in training wheel mode.
Have been reading Crash Course in Python by Eric Matthes, but it is not as informative for financial stuff.
Thanks,
Robby

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  #18 (permalink)
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Bama Bob View Post
Really like the webinar you did on Python.
Was wondering which books you recommend for beginners like me who can use Python in training wheel mode.
Have been reading Crash Course in Python by Eric Matthes, but it is not as informative for financial stuff.
Thanks,
Robby

Check the last page of the slides: prototyping-trading-strategies-with-python slides

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  #19 (permalink)
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Ran has posted his notebook on GitHub. https://github.com/ranaroussi/futuresio-webinars

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  #20 (permalink)
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talib import error on latest anaconda (w/ latest python ver)


Hi guys,

just wondering, did any of you guys actually tried to run Ran's notebook? Perhaps below happens only sometimes ... In Anaconda (Windows 10x64 - latest&greatest versions), "import talib as ta" returns module not found error ...
doing "conda info ta-lib" after adding <https://anaconda.org/Quantopian/> channel gives dependencies: numpy 1.9 & python 2.7 ... which kind of gets us back to the never ending package inter-dependency time-consuming discussion.
Was Ran running on python 3.6.0 (Anaconda 4.3.1 x64) or something else?

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