Option Pricing with Python

Usually tactical asset allocation refers to a group of strategies that switch assets depending on some conditions. Ideally you want to swit...

Another strategy one can read a lot about consist in betting on past trends continuing. One can find many variations around this idea, we ...

In the previous post we tried to see the same strategy either on a monthly basis, when positions are closed or on a daily basis try to see...

This is the third post of the serie about backtesting strategies with Pandas. I failed to get the same results as the authors for the mo...

Let's continue the backtesting work. First I modified a bit the way I handle the risk free rate. It doesn't make a big differenc...

For this post, I use python and pandas to backtest a trading strategy described in the paper: "Facts and fantasies about commodity F...