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You are here: Home / Recent / Learn Python To Develop High Performing Trading Strategies

Learn Python To Develop High Performing Trading Strategies

March 1, 2019 by Larry Connors

How Programming in Python Can Improve Your Trading – listen here

Spend 45 minutes with Larry Connors where he discusses how backtesting and researching in Python can make you a better trader.

Class Outline

Week One – You’ll gain the foundation in order to do your backtesting, research and signal generation.

This foundation will lay the groundwork for you to scale into the upcoming weeks.

Your homework will include learning how to do technical analysis calculations in Python including moving averages, RSI, and the other major technical indicators used by professionals.

Week Two – You’re going to be backtesting in Python!

You’ll be writing code in Python and testing strategies and signals to find market edges. For example, you’ll be writing code using a 2, 3, or 4 period RSI on various levels, such as RSI below 30, RSI below 20, etc.

By the end of Week 2, you’ll be able to test various market conditions (for example overbought and oversold conditions) and calculate the historical edges that exist in those conditions.

Week Three – You’ll be writing full-fledged trading strategies. This includes allocating capital to trades, adding risk management tools, and analyzing portfolio returns.

At the end of Week 3, you will be able to run more advanced backtests of your trading ideas and strategies.

Week Four  – In Week 4 you’ll be analyzing your backtests. This includes analyzing your cumulative returns, analyzing your risk (drawdowns, volatility, etc.), analyzing correlations through time, and a deep dive into analyzing individual signals in order for you to see when and how to best optimize your trading strategies.

Week Five  – In Week 5 you’ll be writing more advanced backtests. This includes creating signal list generation and managing a portfolio of multiple securities. You’ll also learn advanced concepts on position sizing in order for you to optimize the edges you are finding in your strategies.

By the end of this course, you will have the ability to find your own market edges, build your backtest, and do a deep analysis of the test results. 

Classes begin Tuesday, March 12, 2019, at 4:30 pm ET.

How Programming in Python Can Improve Your Trading – listen to the webinar here

Would you rather listen live? Click here to sign up for a free online webinar presented by Larry Connors. The webinar will be held on Tuesday, March 5 at 1pm ET.

 

 

Filed Under: Recent Tagged With: python

About Larry Connors

Larry Connors has over 30 years in the financial markets industry. His opinions have been featured at the Wall Street Journal, Bloomberg, Dow Jones, & many others. For over 15 years, Larry Connors and now Connors Research has provided the highest-quality, data-driven research on trading for individual investors, hedge funds, proprietary trading firms, and bank trading desks around the world.

Larry has been published extensively, with titles like How Markets Really Work, Short Term Trading Strategies That Work, High Probability ETF Trading, and The Connors Research Trading Strategy Series including our latest Guidebook High Probability Trading with Multiple Up & Down Days.

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