This webinar was conducted on Tuesday, February 23, 2021 at 8:30 AM ET | 7:00 PM IST | 9:30 PM SGT
Session Outline
Learn to analyse and backtest financial market data using Excel and Python. Understand the difference between both tools and their respective pros and cons. Know which one is best suited for you.
Key Takeaways
- Steps involved in backtesting a strategy
- Demo of backtesting using Excel
- Why Excel and what it enables us to do?
- Where Excel falls short?
- How to overcome it?
- Demo of backtesting on multiple stocks
The course provides hands-on experience with backtesting strategies, helping you master the practical application of both Excel and Python. By understanding the strengths and limitations of each tool, you can choose the best approach for backtesting your strategies effectively.
Speaker Profile
Jay Parmar
Associate, Content & Research at QuantInsti
Jay Parmar works as an Associate, Content & Research at QI and comes with several years of experience in the BFSI industry. He is actively engaged in content development for quant finance courses and mentors EPAT participants across the globe.
He is passionate about algo trading and programming and enjoys developing automated trading systems. He holds a Bachelors’ in Computer Science and the EPAT Certificate. His research interests are in applying machine learning models to various facets of trading.
Files in the download
- aapl_daily_data CSV
- aapl_daily_data Excel Worksheet
- Backtest Moving Average Crossover Strategy on a Single Stock - Python code
