Backtesting Crypto Trading Strategies with Python & C++ 2022
Use Python and the Power of C++ for High-Performance Backtesting and Optimization of your Trading Strategies
Created by Vincent Carmier | 8.5 hours on-demand video course
Backtest your trading ideas before implementing them in real conditions! Backtesting is an essential step when elaborating a trading strategy. This course will explain how you can use programming to estimate the potential performance of your strategy and avoid unpleasant surprises in live trading. By the end of the course, you will be able to build your own backtesting framework and comfortably use all its features.
What you’ll learn
- Collect Data from Cryptocurrency Exchanges through their REST API
- Store Data using the HDF5 format
- Use the Pandas library to calculate Technical Indicators
- Backtest various types of strategies and prepare to backtest your own
- Link a Python and C++ Program
- Use C++ to perform heavy calculations
- Use Visual Studio Code and CMake to Create a C++ Library
- Avoid common mistakes when backtesting
- Optimize your backtesting results with a Genetic Algorithm
- Implement the NSGA-2 Algorithm
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