Developing an algorithmic trading strategy is a challenging process, with many factors to consider. One part of the process in developing a strategy is to measure its performance using historical data in what is called a backtest. It can be very helpful is to have a decent library that abstracts away some of the challenging … Continue reading Zipline, an open source backtesting library from Quantopian
Month: December 2019
On considering open source software
When considering whether to use open source software for a project, it pays to do a little investigation into the project to help you decide whether the project is the best option or if you should continue to look elsewhere. In evaluating a couple of projects recently, it was clear to me that I tend … Continue reading On considering open source software