SQLite database python web scrape…
As promised, here is the first part of my “ETF mean reversion strategy backtest” series. This article deals with scraping ETF data from the web and sticking it in an SQLite3 database.
I’m using SQLite as it’s very easy to set up, and requires nothing complex to get up and running. Firstly you need to visit SQLite download page and download the pre compiled binaries from the Windows section.
Python Mean Reversion Backtest for ETFs… I have been looking into using Python to create a backtesting script to test mean reversion strategies based on cointegrated ETF pairs. I have broken down the process in my head into several stages, each of which will form the basis of my next few blog posts. I’m not sure how many I will…
Python…skew…kurtosis… So you have a series of returns you wish to analyse….mean and variance are easy to calculate…how easy does Python make it to calculate skew and kurtosis? When we look at a series of investment returns, we tend to concentrate on the first 2 ‘moments’ of the distribution; that is the mean and the variance of the returns. The…
Ok so I thought it was about time we got into the nitty gritty of some “financial analysis”, rather than have me spout info regarding available beginners courses like I’m some sort of salesman. “I want to do some analysis”, I hear you scream… Well ok then…let’s start. With the Python Pandas module. So financial analysis usually starts by asking…
As promised in the last blog post, it’s time to review some of the beginner resource material mentioned previously, aimed at those who want to learn Python. I’ve decided to start off with the courses provided by Coursera (www.coursera.com). They were my second port of call after www.codecademy.com when I first started learning Python on and off, about a year…
Ok, so…it’s time to get started. I thought the best thing to begin with would be to do a bit of research regarding available resources for beginner Python students. As I mentioned in a previous post, I have dabbled on and off (although very lightly) with learning Python, using some starter resources over the last year or so. This means…
I will be posting here regarding my journey to learn Python for use in designing and building automated trading strategies, along with general data analysis and perhaps (eventually) some web based python involving Flask and Django. I have been meaning to do this for some time (especially on the automated trading strategy side of things), having worked as a trader…