A hands-on tutorial covering stock trading strategy backtesting in Python using the Zipline Reloaded package. Covers setting up Zipline with both Quandl and Yahoo Finance data sources, implementing strategies including random, SMA crossover, and MACD, handling leverage constraints and long-only restrictions, shorting stocks, trading multiple assets with target weight allocation, and accounting for transaction costs and slippage. Results are analyzed in Jupyter Lab using pandas DataFrames.
•39m watch time
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