Check out my new ebook on quant trading where I teach you how to build profitable systematic trading strategies with Python tools.

Hi! My name is Mike and I'm the guy behind QuantStart.com. I used to work in a hedge fund as a quantitative trading developer in London.

Now I research, develop, backtest and implement my own intraday algorithmic trading strategies using C++ and Python.

MORE »

Welcome to your FREE Algorithmic Trading resource where you will learn how to develop profitable algorithmic trading strategies and gain a career in quantitative trading.

Latest Articles

Event-Driven Backtesting with Python - Part VI

This article continues the discussion of event-driven backtesters in Python. In the previous article we considered a portfolio class hierarchy that handled current positions, generated trading orders and kept track of profit and loss (PnL). Read more...

Event-Driven Backtesting with Python - Part V

In the previous article on event-driven backtesting we considered how to construct a Strategy class hierarchy. Strategies, as defined here, are used to generate signals, which are used by a portfolio object in order to make decisions on whether to send orders. As before it is natural to create a Portfolio abstract base class (ABC) that all subsequent subclasses inherit from. Read more...

Event-Driven Backtesting with Python - Part IV

The discussion of the event-driven backtesting implementation has previously considered the event-loop, the event class hierarchy and the data handling component. In this article a Strategy class hierarchy will be outlined. Strategy objects take market data as input and produce trading signal events as output. Read more...

My Talk At The London Financial Python User Group

On Wednesday 19th March I gave a talk at the London Financial Python User Group (LFPUG) on backtesting with Python and pandas. This article contains the slides and code for the talk. Read more...

Event-Driven Backtesting with Python - Part III

In the previous two articles of the series we discussed what an event-driven backtesting system is and the class hierarchy for the Event object. In this article we are going to consider how market data is utilised, both in a historical backtesting context and for live trade execution. Read more...