Backtesting Crypto Trading Strategies with Python & C++ 2022

Backtest your trading strategies with confidence! This course empowers you to rigorously evaluate your trading ideas before risking real capital. Backtesting is a crucial step in developing a profitable trading strategy, and we'll show you how to leverage programming to predict potential performance and sidestep costly mistakes in live trading.

By the end of this course, you'll be able to independently build and utilize a robust backtesting framework.

• Data Acquisition & Storage: Learn how to efficiently collect and store vast amounts of market data. We'll cover fetching data from major cryptocurrency exchanges like Binance and FTX, and storing candlestick data using the powerful and often overlooked HDF5 file format – giving you a significant advantage.
• Python & C++ for Advanced Backtesting: Elevate your coding skills with Python and C++. Python is perfect for building the core components of your backtesting system and calculating technical indicators using the versatile Pandas library with precise control. For demanding backtesting tasks involving large datasets and complex operations, we'll delve into C++ – you'll find it's more accessible than you might think!
• Optimization with Genetic Algorithms: Take a scientific approach to strategy development. Discover how to write an optimization algorithm based on the NSGA-2 (Non-dominated Sorting Genetic Algorithm II) family. This unique approach helps you identify the optimal parameters for maximizing your strategy's performance – a technique rarely found in standard backtesting courses.

While focused on cryptocurrency, much of the content is directly applicable to traditional markets like the stock market.

Disclaimer: This course provides educational content and is not investment advice. Trading strategies are presented as examples and should not be implemented without thorough research and understanding of your own risk tolerance.