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…

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.…

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…

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…

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…

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…

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…

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…

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…