Backtest a trading strategy in Python

In this article, I will introduce a way to backtest trading strategies in Python. All you need for this is a python interpreter, a trading strategy and last but not least: a dataset. A complete and clean dataset of OHLC (Open High Low Close) candlesticks is pretty hard to find, even more if you are … Continue reading Backtest a trading strategy in Python

How to trade inflation?

Here is an overview of the questions I will try to answer in this short article: Briefly, what is inflation? How do central banks maintain inflation? How can investors protect their cash flows against inflation? By definition, inflation is an increase in the general price of goods and services over a time period. Its converse … Continue reading How to trade inflation?

Monte Carlo Simulations of an asset with Black & Scholes dynamic

Introduction This first and basic article will show how to simulate a security following the Black & Scholes dynamic : $latex \frac{dS_t}{S_t} = \mu dt + \sigma dB_t$ When solving this stochastic differential equation with Ito, you finally obtain: $latex S_T = S_0 e^{(\mu - \frac{\sigma ^2}{2})T + \sigma B_T}$ The browian motion $latex B_T$ … Continue reading Monte Carlo Simulations of an asset with Black & Scholes dynamic