This repository contains supported files and code examples used on my futures.io webinars series on Trading with Python.
- Prototyping Trading Strategies - [ jupyter notebook | webinar recording ]
- Backtesting & Optimization - [ jupyter notebook | webinar recording ]
- Live Trading - [ jupyter notebook | webinar recording ]
- Using Machine Learning in Trading (TBA)
* The recordings of the webinars can be found this futures.io YouTube playlist.
All the code listed in the notebooks is compatible with Python 3.4+ and relies on Python's scientific stack (Numpy, Pandas, Matplotlib, etc). The simplest way to get Python 3 installed on your mahcine, is to install Continuum's Anaconda, which comes pre-loaded with 99% of what you need.
Once you have anaconda installed, I recommend installing a few more libraries, in order to be able to run the code in the notebooks:
- pandas-datareader - to quickly fetch financial data
- fix-yahoo-finance - fixes Yahoo! finance historical data retreival
- seaborn - for nicer (and more complex) plots in less code
Install these libraries by opening your terminal (or cmd.exe in windows) and running the following commands:
$ pip install pandas-datareader
$ pip install fix-yahoo-finance
$ pip install seaborn
If you find these webinars helpful, please share a link to this page on favorite social site or forum.
Good luck with your trading,
Ran Aroussi
P.S. Don't forget to follow me on Twitter or visit my website for more good stuff on Python and trading.