Backtesting Crypto Trading Strategies with Python & C++ 2022

Use Python and the Power of C++ for High-Performance Backtesting and Optimization of your Trading Strategies

Created by: Vincent Carmier
Developer

What Will I Learn?

• Collect Data from Cryptocurrency Exchanges through their REST API
• Store Data using the HDF5 format
• Use the Pandas library to calculate Technical Indicators
• Backtest various types of strategies and prepare to backtest your own
• Link a Python and C++ Program
• Use C++ to perform heavy calculations
• Use Visual Studio Code and CMake to Create a C++ Library
• Avoid common mistakes when backtesting
• Optimize your backtesting results with a Genetic Algorithm
• Implement the NSGA-2 Algorithm

Requirements

• Basic Python knowledge (know what a class/object is, dictionaries, lists, functions, loops, etc.)
• Basic knowledge about trading (what candlesticks are, Long/Short...)

Target audience

• Traders who wish to backtest their strategies efficiently
• Crypto exchange users who want to collect market data and store it
• Developers who want to combine Python & C++
• Anyone interested in multi-objective optimization with Genetic Algorithms