Algorithmic Trading Backtesting python script -- 2

Hi, I am Sourabh Jain, I have written several python scripts for backtesting using yahoo/quandl data. I have used several technical indicators like Bollinger band, Ichimoku cloud, PSAR etc. I have also written fully automated system using python API of various brokers like Interactive broker, TDAmeritrade and IG. I will generate metrics of backtested results as you have mentioned and show them in plots. It can be done in jupyter notebook for easy analysis. Later on (not the part of this bid), I can write a fully automated trading system with GUI (see my portfolio) using API of broker of your choice, if you require. If you'd like to discuss further, I am available. Sourabh

HI, I have over 7+ years of experience along with in-depth technical knowledge on Python, Flask, Node.js, JavaScript, PostgreSQL Administration, Django, MySQL, MongoDB, XML-RPC services, stores, ERP/CRM portals and implement the fully innovative and creative strategy to deliver with outstanding functionalities and user experiences. I have developed a variety of Software Applications including Hospital Management System, University Management System, Inventory Management system and many others. Developed dynamic Websites, and crypto trading indexing. Specialities: Database systems(MySQL, PostgreSQL), Can Program fluently in Java, Ruby, Python, and PHP. Proficiency in Odoo software development. Knowledge of IT Security and Assurance, Linux System Administrator, Crypto, and Binary Options Trading with more than 10x return. Extensive experience with planning to design and configuring scalable, highly available and redundant networks on Amazon Web Services cloud platforms. Message me to get more details about my relevant experience or provide info about your needs! Looking forward to hearing from you. Thanks

Hi, I am an independent trader and Data Scientist and MSc in Finance and Investment. For the last 2 years have been learning how to backtest and implement trading strategies. I have my own custom backtesting infrastructure and scripts for a variety of strategies: seasonality, technical, quant, factor. The choices you make in regards to your system dependent on the type of strategy, trading frequency, your data and asset class. The duration of the project depends on whether you want a quick win or an infrastructure which you can build on and diversify across many strategies. The code is not difficult to write and I can provide transparency over the work I do so you can learn. The challenge is running the strategy live 24/7. Need to take into account reporting, monitoring, risk management etc. Optimizing and backtest your strategy with high frequency data takes longer to process. You will find that backtesting across many parameter permutations to find the optimum BB or RSI levels can take hours. What about finding the optimum techical levels for individual assets? A C based back-testing system is superior in terms of speed to process high frequency minute and tick data and will reduce your research time to minutes. The C infrastructure provides Python and R API and broker API Allow me to share my knowledge and show you what you need to learn to run a full fledged algorithmic trading engine and over the course of 30 days I can walk you through basics and train you. Alan

Hello, I am an algorithmic trader and software developer. I have experience working as a quantitative strategies developer at the best investment bank in Turkey. I study finance and computer engineering double major. I am using python to implement and backtest my strategies. I can generate backtest reports including PnL, max drawdown, sharpe ratio, and other custom risk metrics you defined in the attachment. I will provide you the base custom backtesting module I have hard coded in python. I am a professional in the area you are looking for. I can assure you that we will have great communication and I can also add value to your strategies from my past experiences. Please take a moment to look at my profile and past reviews, also don't forget to send me a message to talk more in detail :) Thanks.

Your project describes a perfect fit for me. The template/brief sheet you reference (which I believe comes from PyFolio) is one that I have been slowly replicating myself over the past few months for my own algo lab. I already have a lot of the infrastructure in place to generate something similar from backtests (in HTML format). I won’t be able to create exactly the same brief sheet, but we can get close. I’d be using the Backtrader framework in Python for testing with data sourced from a store of your choosing (my focus is primarily FX markets, so I don’t currently maintain equity pricing - but it will be simple enough to pull in from an outside API). Your actual strategy sounds fairly simple. We could test across multiple markets/timeframes. Additionally, we could think about optimizing parameters to test for robustness. You mention wanting to write a custom backtesting module.. My proposal is to use the Backtrader framework, as it will save you massive headaches. Time is better spent on strategy development than reinventing the wheel in my opinion. If you are dead set on building your own backtesting framework, I’d think another programmer would be a better fit for you. Some additional background on me: I currently work in the industry (buyside) and come with a strong mix of programming (Python/R) and finance experience.

Hi, I'd love to work on this project with you. I've been writing software in Python and other languages for about 5 years (predominantly focused on data science and web development) I've always wanted to develop a finance application. I've done a little studying myself about finance but development is my main skill so I think with your knowledge this could be a great project. Thanks, Ian