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Utility code of a Swiss Family Office

Project description

pyutil

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Set of utility code used by Lobnek Wealth Management.

Installation

pip install git+http://github.com/lobnek/pyutil.git

Running a strategy

Our main concern is to implement and maintain strategies in a robust way. We do not rewrite our codes for production servers in alternative programming languages. We use the same Python scripts both in research and production.

A strategy is a script loading time series data from an archive and using parameters specified a priori. For research it is helpful to interfere with the parameters before the strategy iterates in a backtest through history.

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