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    Trading Strategy Backtest

    Ichimoku Trading Strategy With Python

    by Stuart Jamieson 26 June 2019
    written by Stuart Jamieson

    I thought it was about time for another blog post, and this time I have decided to take a look at the “Ichimoku Kinko Hyo” trading strategy, or just “Ichimoku” strategy for short. The Ichimoku system is a Japanese charting and technical analysis method and was published in 1969 by a reporter in Japan.

    I thought I would spend this post on the creation of the indicator elements themselves, along with a couple of plotting examples usikng both Matplotlib and then Plotly.

    So the Ichimoku “set up” is a technical indicator that is used to gauge momentum, along with future areas of support and resistance and consists of five main components.

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    26 June 2019 14 comments
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  • Basic Data Analysis

    Python Monte Carlo vs Bootstrapping

    by Stuart Jamieson 30 May 2019
    by Stuart Jamieson 30 May 2019

    In this article I thought I would take a look at and compare the concepts of “Monte Carlo analysis” and “Bootstrapping” in relation to simulating returns series and generating corresponding confidence intervals as to a portfolio’s potential risks and rewards. Both methods are used to generate simulated price paths for a given asset, or portfolio of assets but they use…

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  • Basic Data AnalysisBeginners Resources

    Data Analysis with Pandas and Customised Visuals with Matplotlib

    by Stuart Jamieson 30 April 2019
    by Stuart Jamieson 30 April 2019

    This blog post is a result of a request I received on the website Facebook group page from a follower who asked me to analyse/play around with a csv data file he had provided. The request was to use Pandas to wrangle the data and perform some filtering and aggregation, with the view to plot the resulting figures using Matplotlib.…

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  • Trading Strategy Backtest

    Multi-threading Trading Strategy Back-tests and Monte Carlo Simulations in Python

    by Stuart Jamieson 19 April 2019
    by Stuart Jamieson 19 April 2019

    In this post I will be looking at a few things all combined into one script – you ‘ll see what I mean in a moment… Being a blog about Python for finance, and having an admitted leaning towards scripting, backtesting and optimising systematic strategies I thought I would look at all three at the same time…along with the concept…

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  • Trading Strategy BacktestBasic Data Analysis

    Trading Strategy Performance Report in Python – Part 4

    by Stuart Jamieson 3 February 2019
    by Stuart Jamieson 3 February 2019

    Well it’s time for part 4 of our mini-series outlining how to create a program to generate performance reports in nice, fancy looking HTML format that we can render in our browser and interact with (to a certain extent). The previous post can be found here. If you copy and paste the last iteration of the code for “main.py” and…

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  • Basic Data AnalysisTrading Strategy Backtest

    Trading Strategy Performance Report in Python – Part 3

    by Stuart Jamieson 28 January 2019
    by Stuart Jamieson 28 January 2019

    This is the third part of the current “mini-series” providing a walk-through of how to create a “Report Generation” tool to allow the creation and display of a performance report for our (backtest) strategy equity series/returns. To recap, the way we left the code and report output at the end of the last blog post is shown below. The “main.py” file…

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  • Basic Data AnalysisTrading Strategy Backtest

    Trading Strategy Performance Report in Python – Part 2

    by Stuart Jamieson 26 January 2019
    by Stuart Jamieson 26 January 2019

    This is the second part of the current “mini-series” providing a walk-through of how to create a “Report Generation” tool to allow the creation and display of a performance report for our (backtest) strategy equity series/returns. As long as the equity series (and an optional benchmark equity series) are formatted in the correct manner and dropped into the “data” folder in…

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  • Basic Data AnalysisTrading Strategy Backtest

    Trading Strategy Performance Report in Python

    by Stuart Jamieson 25 January 2019
    by Stuart Jamieson 25 January 2019

    I’ve been thinking about the topic for the next series of blog posts, and after a bit of deliberation I’ve decided to create a multi-part series of articles with a walk through of how to create a customisable HTML trading strategy report generator. That is, once all is done and dusted all that will be required is to create a…

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  • Beginners Resources

    Learning Python – My Personal Journey Part 3

    by Stuart Jamieson 9 January 2019
    by Stuart Jamieson 9 January 2019

    Hi all – here is the last in what has turned out to be a 3 part “series” of posts, dealing with my journey (so far) of learning Python – how I went about it and what resources I ended up using. The first two posts can be found here – post1 and post2. As a quick recap of the main…

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  • Beginners Resources

    Learning Python – My Personal Journey Part 2

    by Stuart Jamieson 4 January 2019
    by Stuart Jamieson 4 January 2019

    Hi all, time for part 2 in the (what will probably be a 2 or 3 part) series of how I began learning Python and the methods/resources etc that I used in my journey. Saying as no on has left a comment in the last post (https://www.pythonforfinance.net/2018/12/21/learning-python-my-personal-journey/#more-16051), either positive or negative, I shall continue my rant until instructed otherwise! As a quick…

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About Me

About Me

I am a current PhD Computer Science candidate, a CFA Charterholder (CFAI) and Certified Financial Risk Manager (GARP) with over 16 years experience as a financial derivatives trader in London. I also hold an MSc in Data Science and a BA in Economics Finance / Machine Learning / Data Visualization / Data Science Consultant I am mostly interested in projects related to data science, data visualization, data engineering and machine learning, especially those related to finance.

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