01_bc_day_03.md

For Python Quants Bootcamp

This is the Gist the For Python Quants Bootcamp in London 23. November 2017 (http://fpq.io)

This third boocamp day is about Python for Algorithmic Trading (I).

Topics

• financial data & data API
• vectorized backtesting
• prediction with regression & machine learning
• object oriente programming

FXCM Webinar Series

https://landing.fxcm.com/uk/webinars/

The Python Quants

http://twitter.com/dyjh

team@tpq.io | http://fpq.io

http://pyalgo.tpq.io | http://certificate.tpq.io

02_financial_data.ipynb

03_backstesting.ipynb

04_object_oriented_programming.ipynb

fin_data_api.py

fxcm_tick_api.py

fxcm_tick_reader.py

ml_backtester.py