Optimization-Python
market-making-backtest
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| Optimization-Python | market-making-backtest | |
|---|---|---|
| 1 | 3 | |
| 221 | 68 | |
| - | - | |
| 0.0 | 2.7 | |
| over 2 years ago | 5 months ago | |
| Jupyter Notebook | Jupyter Notebook | |
| MIT License | - |
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Optimization-Python
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What is the best DCA Strategy - Part IV (Dynamic DCA)
One approach to this problem is based on the Nobel prize winning Modern Portfolio Theory (MPT). In fact, there we can use pretty simple code available online: https://github.com/tirthajyoti/Optimization-Python/blob/master/Portfolio_optimization.ipynb. There is a one BIG difference between DCA and MPT though. Here, we do not want to do a one-time purchase and try to gain maximum profit. We are looking at a dual problem, where we want to purchase regularly, while aiming maximum accumulation.
market-making-backtest
- bitcoin algo trading example
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Backtest python algorithm on a second time frame
I was searching for the same thing and found out it's not complicated than what I thought if you can find the data, so I built my own. Check my example if you're interested. https://github.com/nkaz001/market-making-backtest
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