Notebooks

Currently, we are going to started working on making Jupyer notebooks and simulations. Below is a sample of some of the functions we may use through a sample notebook.

QuantPortal’s Strategy Sample

Abstract

The aim of this notebook is to …

  • Experiment with a basic ipynb environment
  • Test some of the data flow features on an introductory level
  • Perhaps work with the Jupyter Notebook Embeddable Tutorials
  • See techniques for how to sync with some financial data explorers

Prerequisites

Next step

Table of content

1. Loading Alphien’s function

2. Loading Market Data

3. Looking at the Fundamentals

4. Running Simulations

1. Loading Alphien’s function

.sourceQlib()

2. Loading Market Data

options(repr.plot.width = 7, repr.plot.height = 4.5)
plotAl(getDataAl("FIN"), title="FIN", color = "dark green")

2.1 Data Access

bb = getBB("FIN")
getBB("FIN", zoom="2020-05-26::2020-08-26", field="Close Price")

2.2 Data Analysis

 bbGC = getBB("GC")
 indGC = smaCross(bbGC)
 tail(indGC)
 chartIndicator("GC",indGC,zoom="2015::",emaLength = c(60,240))

This is Alphien’s basic sample

3. Looking at the Fundementals

library(quadprog)

4. Running Simulations

port = portfolio(list("FIN"))
retMatrix = getStrategyReturns(port)   
tail(retMatrix)

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Please keep in mind all disclaimers on this site in regards to hypothetical performance and risk, also apply here. We aren’t making claims to solicit any forms of actionable advice. Thank You!

Hypothetical Performance Disclosure:

Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.”

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