Login

  • $50

Building an Investment Trading System in Python

  • Course
  • 30 Lessons

Learn to design and implement a systematic investment trading strategy using Python. In this course we will show you how to develop s trading strategy that rotates between 2 ETFs: The market-cap weighted SPY and the equal weighted S&P 500 RSP. This strategy has outperformed the S&P 500 over the past 20 years and you will learn how to deploy it!
Buy now

Contents

Course Introduction

In this section, we will briefly discuss what is needed to get the most out of this course.

READ THIS BEFORE YOU START THE COURSE

Course Lectures

01 - Introduction
02 - Imports
03 - Returns Comparison
04 - Plotting Rolling Returns
05 - Rolling Returns Statistics
06 - Rolling Correlations
07 - Rolling Returns, Part 2
08 - Generating Z-Scores
09 - Generating Z-Score Plots
10 - Simple Backtest, Part 1
11 - Simple Backtest, Part 2
12 - Simple Backtest, Part 3
13 - Simple Backtest, Part 4
14 - Simple Backtest, Part 5
15 - Volatility Overlay, Part 1
16 - Volatility Overlay, Part 2
17 - Volatility Overlay, Part 3
18 - Volatility Overlay, Part 4
19 - Volatility Overlay, Part 5
20 - Rolling Performance Metrics
21 - Out of Sample Testing
22 - Conclusion
Quiz

Required Files

Course Slide Deck
Course Python Notebook
Quick Reference Guide
requirements.txt
DHI0005_functions.py
DHI0005_functions_no_openbb.py