Backtest your own algo, fetch Coinbase data, and generate Brownian data
Project description
BacktestingEngine
MATLAB and Python scripts to fetch data from Coinbase and backtest an algorithm on the data. Start by running main.m or main.py then choose what you would like to do. You can test your own algorithm quickly by changing StratFile.m or StratFile.py to anything you'd like. This is Not Financial Advice
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Backtester.m / Backtester.py output these charts/data (More analysis as well as an option to backtest on Brownian Motion will soon be added)
Python:
MATLAB:
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