Eikon Data API - Python Quants Tutorial 7 - Algorithmic Trading

Speaker: Dr. Yves Hilpisch of The Python Quants                     Length: 18 mins

It is easy to retrieve historical inter- as well as intraday price data via the Eikon Data API, with Plotly and Cufflinks making visualization of the data simple.  We show how easy it is to implement a simple momentum-based intraday algorithmic trading strategy and use vectorized backtesting to analyse the effectiveness of the strategy.

  • Retrieving historical EOD data and intraday price data using the Eikon Data API, and working with this data using Pandas, Plotly and Cufflinks packages
  • Deriving typical trading statistics, using built-in pandas functionality
  • Formulating momentum-based (in this case, Simple Moving Average) trading strategies
  • Vectorized backtesting of these strategies

                                                                                                                                          Next Tutorial>>>

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