You are browsing as a guest. Sign up (or log in) to start making projects!

Python-based Backtester

By @Bowman

  • 1 Devlogs
  • 2 Total hours

A script to test the efficacy of a financial model against historical data.

Source
Open comments for this post

@Bowman on Python-based Backtester

1h 41m 1s logged

I finished the stock and option pricing fetching functions which will eventually build the foundations for the actual backtesting engine. Next to do is normalise the data for ease of reading, then create the Heston model from scratch within python :3-blahaj-spinning:

1
0
19

Delete project?

Are you sure you want to permanently delete this project? This action cannot be undone.

All devlogs, followers, and associated data will be removed.

Followers

Loading…