So, after a long time without posting (been super busy), I thought I’d write a quick Bollinger Band Trading Strategy Backtest in Python and then run some optimisations and analysis much like we have done in the past.
It’s pretty easy and can be written in just a few lines of code, which is why I love Python so much – so many things can be quickly prototyped and tested to see if it even holds water without wasting half your life typing.
So as some of you may be aware, Yahoo Finance have pulled their financial data API, which means that we can no longer use Pandas Datareader to pull down financial data from the Yahoo Finance site. Rumour has it that Google are pulling theirs too, although I’m yet to see that confirmed. Why they have both chosen to do this, I really don’t know but it’s a bit of a pain in the backside as it means lots of the code I’ve previously written for this blog no longer works!!! Such is life I guess…
Anyway, onto bigger and better things – we can still use the awesome Quandl Python API to pull the necessary data!
Let’s start coding…