Code. Models. Analysis. Decisions.
Follow @mjmacartyIntroduction to Algorithmic Trading with Python
Complete overview of training and testing a trading algorithm. The first step in any automated trading strategy is to find a signal or signals that indicate when a trader should be entered. This video contains a discussion of identifying that algorithmic signal and testing the resulting profitability. While the signals vary the implementation of adding signals and testing is fairly constant, so while we may not identify the best strategy, you will be able to use the techniques discussed to test your own strategies quickly and easily. Discussion of drawbacks and limitations.