Skip to content

This article describes how to test your algorithmic trading strategy on a portfolio of stocks. A portfolio reduces risk as opposed to just applying a strategy to a single stock. Optimizing the portfolio can result in higher returns and reduce overall risk (Increases Sharpe Ratio).

Notifications You must be signed in to change notification settings

karthikramx/Algorithmic-Trading-Backtesting-Portfolio-of-Stocks-Python

Repository files navigation

Algorithmic-Trading-Backtesting-Portfolio-of-Stocks-Python

This project describes how to test your algorithmic trading strategy on a portfolio of stocks. A portfolio reduces risk as opposed to just applying a strategy to a single stock. Optimizing the portfolio can result in higher returns and reduce overall risk (Increases Sharpe Ratio).

Steps followed

  1. Get the tools
  2. Create necessary functions to be applied to the portfolio
  3. Apply the strategy on portfolio stocks and generate positions
  4. Result and plots

About

This article describes how to test your algorithmic trading strategy on a portfolio of stocks. A portfolio reduces risk as opposed to just applying a strategy to a single stock. Optimizing the portfolio can result in higher returns and reduce overall risk (Increases Sharpe Ratio).

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published