search

cuemacro / finmarketpy

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
http://www.cuemacro.com
Apache License 2.0
3.46k stars 508 forks source link

Added backtest comparisons and Quandl example notebook #30

Closed krishanj20 closed 5 years ago

krishanj20 commented 5 years ago

Backtestcomparison allows comparison of two models by pnl, sharpe and trade (notional). A notebooks folder has also been made explaining the steps taken in quandl_examples.py.