Trading Algos - 5 Key Metrics and How to Implement Them in Python

• Pandas

  393 41,923 10.0 Python

  Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

  

Now to implement this one, we'll have to do some manipulation to our account values. Let's use the power of numpy to help us out here (oh and it's also the same in pandas too. We'll be using np.diff to take the returns of our account values and resampling them.

• optuna

  34 9,640 9.9 Python

  A hyperparameter optimization framework

  

Nothing can beat iteration and rapid optimization. Try running things like grid experiments, batch optimizations, and parameter searches. Take a look at various packages like hyperopt or optuna as packages that might be able to help you here!

• InfluxDB

  www.influxdata.com sponsored

  Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

  

• NumPy

  272 26,360 10.0 Python

  The fundamental package for scientific computing with Python.

  

Now to implement this one, we'll have to do some manipulation to our account values. Let's use the power of numpy to help us out here (oh and it's also the same in pandas too. We'll be using np.diff to take the returns of our account values and resampling them.

• hyperopt

  14 7,081 6.0 Python

  Distributed Asynchronous Hyperparameter Optimization in Python

  

Nothing can beat iteration and rapid optimization. Try running things like grid experiments, batch optimizations, and parameter searches. Take a look at various packages like hyperopt or optuna as packages that might be able to help you here!

Suggest a related project