Basit bir strateji tanımla ve geriye dönük test et

Sözde "FAANG" hisseleri için bir strateji oluşturmak istiyorsun. Bu kısaltma, en popüler ve en iyi performans gösteren beş Amerikan teknoloji şirketinin hisselerini ifade eder: Facebook, Amazon, Apple, Netflix ve Alphabet (nam-ı diğer Google).

Fikir basit: Portföyünde her bir hisseden eşit miktarda tutacaksın. Strateji, eşit ağırlıkları korumak için her hafta gerektiği kadar alım-satım yapacak.

Önce "FAANG" hisselerine ait veriyi inceleyeceksin. Sonra, her hisseyi eşit ağırlıkla alıp haftalık yeniden dengeleme (rebalance) yapan stratejiyi tanımlayacaksın. Son olarak geriye dönük testi çalıştırıp sonucu görselleştireceksin.

bt paketi senin için içe aktarıldı. "FAANG" hisselerinin tarihsel fiyat verisi bt_data içine önceden yüklendi.

Bu egzersiz

Python ile Finansal Alım Satım

kursunun bir parçasıdır

Kursu Görüntüle

Uygulamalı interaktif egzersiz

Bu örnek kodu tamamlayarak bu egzersizi bitirin.

# Print the top five rows
print(____.____())

Kodu Düzenle ve Çalıştır

Bu egzersiz

Python ile Finansal Alım Satım

kursunun bir parçasıdır

IntermediárioNível de habilidade

4.8+

Kursa Ücretsiz Başlayın

What is financial trading, why do people trade, and what’s the difference between technical trading and value investing? This chapter answers all these questions and more. You’ll also learn useful tools to explore trading data, generate plots, and how to implement and backtest a simple trading strategy in Python.

Exercise 1: Finansal işlem nedir Exercise 2: İşlemin (trading) kavramı Exercise 3: Bir zaman serisi çizgi grafiği çiz Exercise 4: Mum grafiği çiz Exercise 5: Alım satım verilerine alışma Exercise 6: Verileri yeniden örnekle Exercise 7: Getiri histogramı çiz Exercise 8: SMA’ları hesapla ve görselleştir Exercise 9: bt ile finansal alım satım Exercise 10: bt süreci Exercise 11: Basit bir strateji tanımla ve geriye dönük test et

Geçerli Egzersiz

Let's dive into the world of technical indicators—a useful tool for constructing trading signals and building strategies. You’ll get familiar with the three main indicator groups, including moving averages, ADX, RSI, and Bollinger Bands. By the end of this chapter, you’ll be able to calculate, plot, and understand the implications of indicators in Python.

Exercise 1: Trend indicator MAs Exercise 2: Calculate and plot two EMAs Exercise 3: SMA vs. EMA Exercise 4: Strength indicator: ADX Exercise 5: Understand the ADX Exercise 6: Calculate the ADX Exercise 7: Visualize the ADX Exercise 8: Momentum indicator: RSI Exercise 9: Understand the RSI Exercise 10: Calculate the RSI Exercise 11: Visualize the RSI Exercise 12: Volatility indicator: Bollinger Bands Exercise 13: Understand Bollinger Bands Exercise 14: Implement Bollinger Bands

You’re now ready to construct signals and use them to build trading strategies. You’ll get to know the two main styles of trading strategies: trend following and mean reversion. Working with real-life stock data, you’ll gain hands-on experience in implementing and backtesting these strategies and become more familiar with the concepts of strategy optimization and benchmarking.

Exercise 1: Trading signals Exercise 2: Understand trading signals Exercise 3: Build an SMA-based signal strategy Exercise 4: Build an EMA-based signal strategy Exercise 5: Trend-following strategies Exercise 6: Construct an EMA crossover signal Exercise 7: Build and backtest a trend-following strategy Exercise 8: Mean reversion strategy Exercise 9: Match the signals with the strategies Exercise 10: Construct an RSI based signal Exercise 11: Build and backtest a mean reversion strategy Exercise 12: Strategy optimization and benchmarking Exercise 13: Conduct a strategy optimization Exercise 14: Perform a strategy benchmarking

How is your trading strategy performing? Now it’s time to take a look at the detailed statistics of the strategy backtest result. You’ll gain knowledge of useful performance metrics, such as returns, drawdowns, Calmar ratio, Sharpe ratio, and Sortino ratio. You’ll then tie it all together by learning how to obtain these ratios from the backtest results and evaluate the strategy performance on a risk-adjusted basis.

Exercise 1: Strategy return analysis Exercise 2: Review return results of a backtest Exercise 3: Plot return histograms of a backtest Exercise 4: Compare return results of multiple strategies Exercise 5: Drawdown Exercise 6: Review performance with drawdowns Exercise 7: Calculate and review the Calmar ratio Exercise 8: Sharpe ratio and Sortino ratio Exercise 9: Evaluate strategy performance by Sharpe ratio Exercise 10: Evaluate strategy performance by Sortino ratio Exercise 11: Congratulations!