Python for Algorithmic Trading

Hello everyone!

I decided to try my hand at algorithmic trading using Python and would like to know your opinion.

  1. What libraries for trading can you choose? I have heard about Pandas, NumPy, TA-Lib, zipline, backtrader. Which ones do you like and why?

  2. What strategies have you tried? Maybe there are some interesting examples that would be worth trying?

  3. Where do you get data for testing? How do you integrate it into your scripts?

  4. How do you assess risks and optimize strategies? What metrics can there be?

  5. Who has already automated education in the markets? Which brokers have you worked with and how did it go?

I will be glad to receive any advice and ideas! Let’s share experiences.

Hi! I use backtrader for my strategies. Very convenient library with a lot of features. For data I use APIs that are easy to integrate into scripts, one of them is EODHD. I recommend trying it!

I recommend trying our library, which is very easy to integrate into your project. You can follow this link to learn more about it.

I am new to algorithmic trading, but I have already tried TA-Lib for technical indicators analysis. It helps a lot! I test strategies on historical data that I download via API. I don’t know much about risks yet, but I try to use stop losses.

To automate trading, I use an API from a broker that supports Python. They have good sales. My strategies are based on ARIMA for time series prediction. Historical data is taken via API.

I’m sure all the libraries you mentioned are good, but if you want to easily integrate high-quality data into your project from EODHD, I recommend using the specific library I mentioned earlier in the comment.