Skip to content

Commit

Permalink
Pairs trading notebook
Browse files Browse the repository at this point in the history
  • Loading branch information
polakowo committed Mar 28, 2021
1 parent 44968ac commit 7fcaeab
Show file tree
Hide file tree
Showing 13 changed files with 1,809 additions and 122 deletions.
7 changes: 4 additions & 3 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -413,14 +413,15 @@ Head over to the [documentation](https://polakowo.io/vectorbt) to get started.

### Notebooks

- [Assessing performance of DMAC on Bitcoin](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/BitcoinDMAC.ipynb)
- [Comparing effectiveness of stop signals](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/StopSignals.ipynb)
- [Analyzing Moving Average Crossover on Bitcoin](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/BitcoinDMAC.ipynb)
- [Analyzing effectiveness of stop signals](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/StopSignals.ipynb)
- [Backtesting per trading session](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/TradingSessions.ipynb)
- [Portfolio optimization](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/PortfolioOptimization.ipynb)
- [Plotting MACD parameters as 3D volume](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/MACDVolume.ipynb)
- [Walk-forward optimization](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/WalkForwardOptimization.ipynb)
- [Running Telegram bot to send signals](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/TelegramSignals.ipynb)
- [Porting a backtrader strategy](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/PortingBTStrategy.ipynb)
- [Porting RSI strategy from backtrader](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/PortingBTStrategy.ipynb)
- [Pairs trading (vs backtrader)](https://nbviewer.jupyter.org/github/polakowo/vectorbt/blob/master/examples/PairsTrading.ipynb)

Note: you must run the notebook to play with the widgets.

Expand Down
Loading

0 comments on commit 7fcaeab

Please sign in to comment.