/sentiment-fear-and-greed

Backtesting the Fear and Greed Index and Put Call Ratio with Python and Backtrader

Primary LanguagePython

Sentiment Indicators

Contains

10 years of historical data for the Fear and Greed Index, Put Call Ratio, AAII Sentiment Survey, and the VIX.

Basic backtesting strategy classes using Python and Backtrader

Video Tutorial available at:

https://www.youtube.com/watch?v=_4z8WR6rFBI

More Python and Finance Tutorials Like this

https://youtube.com/parttimelarry

Installation on OSX

In the first step you need to install libmagic with

brew install libmagic

in the secound step you should install the requirements with

pip3 install -r requirements.txt

newer versions of the backtrader framework currently have issues as you can read here https://community.backtrader.com/topic/981/importerror-cannot-import-name-min_per_hour-when-trying-to-plot/9