How To Calculate The Drawdown In Python – a Practical Example Before diving into the computation, let’s import the libraries we’ll need. The primary libraries for numerical and data analysis in Python are NumPy and Pandas. Then we are going to use Matplot to make a chart and visualize ...
Backtrader, a renowned Python library, stands out as an invaluable tool for testing trading strategies through backtesting. This powerful library allows you to simulate trading strategies using historical data, offering a critical insights into how the strategy performed previously and over different time...
So I want to calculate the lag 1 Autocorrelation over a lookback window and see if the AC structure changes at all over time. We have a post geared towards beginners on how windowing works, check it outhere history['rolling_lag_1']= history['returns'].rolling(window=100).apply(lambdax...