Python Backtesting Mean Reversion – Part 4 | Trading Strategy Backtest

I thought I’d finish off this short series of Python Backtesting Mean Reversion by providing a full, executable script that incorporates the use of SQL queries to extract our ticker symbols from the SQLite database we created in an earlier post (This can be found here) In this particular example I have decided to run…Continue Reading “Python Backtesting Mean Reversion – Part 4”

Python Backtesting Mean Reversion – Part 4 | Trading Strategy Backtest

Welcome back everyone, finally I have found a little time to get around to finishing off this short series on Python Backtesting Mean Reversion strategy on ETF pairs. In the last post we got as far as creating the spread series between the two ETF price series in question (by first running a linear regression…Continue Reading “Python Backtesting Mean Reversion – Part 3”