Right, welcome back and sorry for the slight delay between posts…I’ve been way more busy than I had hoped. Onto our python backtesting!
So this, I guess, could be considered the first proper post regarding the ETF mean reversion backtest script we’re trying to come up with. In the last post we went over creating our SQLite database and populating it with the ETF data scraped from www.etf.com. So we should now have over 1000 ETF tickers at our disposal to pull down and use in conjunction with the Pandas DataReader to pull daily pricing data from the web and use in our backtest.