Tag Info

New answers tagged

2

Have you thought about using "Python for finance"? There is multiple Python librarys to help you getting up to speed, e.g. take a look at Python Algorithmic Trading Library


1

Quantopian provides both the fundamental data (from Morningstar), as well as the backtest platform to reproduce results from the books you mentioned. Here's the introduction to our fundamentals offering: https://www.quantopian.com/posts/fundamental-data-from-morningstar-now-available-for-backtesting (disclosure: I'm the ceo of quantopian)


0

I will try and give some feedback on your questions. Will betas be negative for the short book? Not necessarily, no. The beta of a stock is not related to you having a long or a short position to it. How would I calculate returns for the L/S portfolio Assuming your total portfolio including cash is $V_{0}$, and each line has made $PNL_{i}$, then your ...



Top 50 recent answers are included