Added backtest comparisons and Quandl example notebook

cuemacro / finmarketpy

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

http://www.cuemacro.com

Apache License 2.0

3.41k stars 490 forks source link

Added backtest comparisons and Quandl example notebook #30

Closed krishanj20 closed 4 years ago

krishanj20 commented 4 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.