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README.md

Backtesting A Trading Strategy

Abstract

Backtesting is a tool to measure the performance of a trading strategy using historical data. The backtesting process consists of three parts: 1. determining the universe of securities where we will invest in (e.g. equity or fixed income? US or emerging markets?); 2. gathering historical data for the universe of securities; and 3. implementing a trading strategy using the historical data collected.

Visit on https://quant-trading.blog.

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  1. How To Scrape S&P Constituents Tickers Using Python
  2. How To Retrieve S&P Constituents Historical Data Using Python
  3. How to Backtest A Mean-reverting Trading Strategy Using Python

Requirements

You will need to install:

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