Backtesting OVER 500 stocks using VECTORIZATION [Do NOT skip this]
Sign up to enroll for a 7-day free trial of this course now! Google Data Analytics - https://imp.i384100.net/c/4063581/1347618/14726?u=https%3A%2F%2Fwww.coursera.org%2Fprofessional-certificates%2Fgoogle-data-analytics Many thanks to @coursera for sponsoring this video! In this video I am going over vectorizing the iterative Backtest from the previous video and also taking care of mark to market valuation of the assets. The improvement is roughly 50x speed. Get the Notebook/Source code by becoming a Tier-3 Channel member: https://www.youtube.com/channel/UC87aeHqMrlR6ED0w2SVi5nw/join Please be so kind supporting the channel by hitting like, subscribe and leaving a comment. Thanks a lot! Please check out Part I before: https://youtu.be/fN4LWwYZZcw Python for Finance playlist: https://youtube.com/playlist?list=PL9ATnizYJ7f9pCPBzr-isv0_R3E6OW6YY Interested in automated trading? Check out the Cryptobot playlist here: https://youtube.com/playlist?list=PL9ATnizYJ7f8_opOpLnekEZNsNVUVbCZN Disclaimer: This video is not an investment advice and is for educational and entertainment purposes only! 00:00 - 01:15 Introduction / Disclaimer 01:15 - 02:37 Awesome Sponsor! :-) 02:37 - 03:57 Recap on the Backtest function 03:57 - 06:10 First occurrence of buying signal 06:10 - 12:42 Finding ALL signals 12:42 - 15:10 Trades / Comparison with Iterative 15:10 - 21:50 Mark to Market & Profit calculation 21:50 - 22:58 Mark to Market iterative approach 22:58 - 24:57 Wrapping it all in a function 24:57 - 26:08 Running the Backtest / Speed performance #Coursera #CourseraPartner #python #stockmarket #backtest
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