[펌] Python For Finance: Algorithmic Trading

https://www.datacamp.com/community/tutorials/finance-python-trading

https://github.com/datacamp/datacamp-community-tutorials/blob/master/Python%20Finance%20Tutorial%20For%20Beginners/Python%20For%20Finance%20Beginners%20Tutorial.ipynb

Python for Finance Tutorial For Beginners¶

This notebook was made in preparation for the DataCamp tutorial "Python for Finance Tutorial for Beginners"; If you want more explanations on the code or on using Python for Finance, go to the full tutorial here.

The full tutorial covers the following topics:

• Getting Started With Python For Finance
  • Stocks & Trading
  • Time Series Data
  • Setting Up The Workspace
  • Python Basics For Finance: Pandas
    • Importing Financial Data Into Python
    • Working With Time Series Data
    • Visualizing Time Series Data
• Common Financial Analyses
  • Returns
  • Moving Windows
  • Volatility Calculation
  • Ordinary Least-Squares Regression (OLS)
• Building A Trading Strategy With Python
• Backtesting A Strategy
  • Implementation Of A Simple Backtester
  • Backtesting With Zipline And Quantopian
• Improving A Trading Strategy
• Evaluating The Trading Strategy
  • Sharpe Ratio
  • Maximum Drawdown
  • Compound Annual Growth Rate