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I have recently published the free trading strategy template that uses Python backtesting library. It lets you focus on improving your price forecasts and reduces the time and effort spent on auxiliary tasks. Link - https://github.com/s-kust/python-backtesting-template

Why not learn some python or hire somebody?

I'm testing different trading signals in Python. To avoid overfitting, I use daily time series of stocks, bonds, and commodities. I found that the hammer candle works great as expected, but the shooting star does not. The hammer candle works best when the price is above the moving average...

yes

please see above

https://github.com/s-kust/django-postgresql-view https://www.linkedin.com/in/kushchenko/ https://stackoverflow.com/users/3139228/serhii-kushchenko

They don't like it when you send them too many requests.

Me too. However, I am worried that this possibility may disappear at any moment. Looks good

I encountered the issue of high costs associated with paid data sources, while the free alternatives seem unreliable. I am trying to analyze the daily stocks OHLC price series. I have used the following free data sources: Yahoo Finance alphavantage.co. They both work well but look...

I'm an experienced Python programmer and data analyst looking for employment or collaboration in trading and quantitative finance. I have worked as a Python backend developer for about three years and received favorable recommendations from my colleagues and superiors. I seem to have a...

I have no access to Treasury Direct. I recently discovered the availability of buying US Gov bonds directly through my account with Interactive Brokers, and I am VERY happy about it. Yes, small. Calmly hold bonds (including TIPs!) till expiration and not worry about fluctuations in their...

It looks too complicated. Also, data access is a problem.

How to do it correctly? Is the procedure in the initial post correct? mostly ETFs, stocks with earnings and dividends and without them. Time frame - one week to 2-3 months.

Such data seems to be expensive It seems to be not enough reasonable approach Is the procedure in the initial post correct or not? Maybe it is better to use log returns instead? How? I can use daily returns and annualize them multiplying by 252^0,5. Or use weekly returns and annualize them...

I realize that this is just a small part of the thinking behind a directional bet. However, I still haven't found any good information on how to do this part correctly.

Please don't deviate from the topic. We have the option's implied volatility number. How to determine whether it is historically low, high, or about average? That's all the question.

I understand that it is impossible to be always right. In trading, we are inevitably often wrong. However, my chances of winning look better when I buy cheap options than when I buy them high.

In trading platforms, I see the following. For options, they provide information about what percentile of historical realized volatility the implied volatility is. Depending on that, it is concluded whether the option is expensive, cheap or fairly priced. Of course, other factors must be taken...

I want to buy options to place a directional bet. It makes sense only if the options are not too expensive currently. How to find out? I demonstrate a possible way to solve the problem below, including Python code. I hope that you will point out its errors and shortcomings. To begin with, I...

I have recently encountered the free analytical reports by Zacks, Morningstar, ValueLine in IB news tab. I mean not general market reviews, but detailed reports on individual funds and stocks. I liked them very much. Is it a temporary freebie or will it last for a long time? I remember that...