/backtest-py

Machine learning backtest and Bloomberg terminal in Python

Primary LanguageJupyter Notebook

columbia

columbia business school class modules

this project consists of the following python packages, scripts and some data samples

backtest:  python package and jupyter notebooks to run backtest of machine learning data 
bloomberg: python package for downloading data from a bloomberg terminal and storing in .csv files
analytics: python package for running machine learning algorithms and reading data from kdb+ database
scripts:   q scripts for loading .csv files into kdb+ database
data:      sample data files
arabesque: machine learning data used for backtesting
    log:       directory for writing log files