python_project_alban_magerand_203

Final Project of the Python Programming course of the MSc 203. By following the Usage section below, the user:

• is able to perform backtests by adjusting several parameters (universe, objective function, length of the EWMA, ...)
• visualize equity curves and metrics related the strategy (Sharpe, drawdown, ...)
• export graphs thanks to the integration within the Plotly framework

Installation

$ pip install python_project_alban_magerand_203

Usage

from python_project_alban_magerand_203.dash_app import BacktestApp
app = BacktestApp()
app.run()

Contributing

Interested in contributing? Check out the contributing guidelines. Please note that this project is released with a Code of Conduct. By contributing to this project, you agree to abide by its terms.

License

python_project_alban_magerand_203 was created by Alban Magerand. It is licensed under the terms of the MIT license.

Credits

python_project_alban_magerand_203 was created with cookiecutter and the py-pkgs-cookiecutter template.