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所在平台: Udemy |
课程主页: https://www.udemy.com/course/backtesting-crypto-trading-strategies-with-python-c/
课程评论：没有评论
课程名称：使用Python和C++进行加密货币交易策略回测（2022） 课程概述：在实施交易策略之前，对其进行回测是确保成功的必要步骤。本课程将教您如何通过编程来估计策略的潜在表现，从而避免在实际交易中出现不愉快的意外。课程结束时，您将能够构建自己的回测框架，并自信地使用其所有功能。 课程内容亮点： 1. **市场数据收集与存储**：学习如何从任何加密货币交易所（如Binance、FTX等）获取数据，并高效地将蜡烛图数据存储在强大的HDF5文件格式中。此文件格式在开发者中尚不广泛使用，掌握它将使您具备竞争优势。 2. **Python与C++编程技能提升**：Python是构建回测系统主要功能的理想编程语言，您将使用Pandas库从零开始计算技术指标，并精准控制输出结果。此外，课程还将介绍如何利用C++处理大量数据和复杂操作，您会发现C++并没有想象中那么难以掌握。 3. **科学回测方法**：学习如何使用遗传算法家族中的优化算法NSGA-2，以帮助您找到最大化策略表现的参数。这种方法在回测中是独特的，您在其他地方很难找到相似的内容。 4. **广泛适用性**：虽然本课程专注于加密货币市场，但课程中的大部分内容同样适用于传统市场，如股票市场。 免责声明：本课程不提供投资建议，交易策略作为示例呈现。
Backtest your trading ideas before implementing them in real conditions!Backtesting is an essential step when elaborating a trading strategy. This course will explain how you can use programming to estimate the potential performance of your strategy and avoid unpleasant surprises in live trading. By the end of the course, you will be able to build your own backtesting framework and comfortably use all its features.Collect and store large amounts of market dataBefore starting to backtest, you need to have a reliable system that collects, stores and organizes the data. You will learn how to fetch data from any cryptocurrency exchange (Binance, FTX...) and store candlestick data efficiently in a powerful file format: HDF5. Many developers do not yet know about this file format, so you will have the upper hand by learning it!Get your coding skills to the next level with Python AND C++Python serves as the ideal programming language for building the main features of your backtesting system. You will also use the Pandas library to calculate technical indicators from scratch and control the output of this calculation with precision.But that's not all: Do you want to perform backtesting on a large amount of data with many complex operations? This requires a lot of computing power, and this is where C++ coding can be incredibly useful. You will be surprised to discover that C++ is not as scary as it may seem. Have a scientific approach to your backtesting: use an optimization algorithm!This course is ambitious, and it addresses real-world problems: you'll want to find parameters for your strategy that will maximize its performance. To help you with this task, you will learn how to write an optimization algorithm from the Genetic Algorithm family: NSGA-2. When it comes to backtesting, this approach is unique, and you won't find it anywhere else.Most of the content of this course can be applied to traditional markets like the stock market.Disclaimer: This course is not investment advice. The trading strategies are presented as examples.
