Post #2189 by RAMc on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Lizgdal Adding on to FlyingCircus’s praise, you certainly did a phenomenal job putting together
your spreadsheet!
When I did my WWL spreadsheet more than 15 years ago I did all my calculations using excel.
But more recently I’ve been using a python program “bt – Flexible Backtesting for Python”
It starts off by downloading either stock or ETF data from yahoo into a data frame but as you are
already using Python you probably already have the data in a data frame.
I have found it easier to put together various momentum schemes with bt than trying to use excel
and you have access no nice graphical tools to visualize the data.
Documentation
Flexible Backtesting for Python — bt 0.2.10 documentation (pmorissette.github.io)
http://pmorissette.github.io/bt
Program
https://github.com/pmorissette/bt?tab=readme-ov-fi...

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