Backtesting Metrics in Python Deep Dive

In this video I discuss important backtesting statistics and how to compute them in Python and we show how to match the statistics with backtesting.py
Part 2 of series in Backtesting in Python Series:
• Backtesting in Python
#SharpeRatio
#SortinoRatio
#MaxDrawdown
#CalmerRatio
#TimeUnderWater
#Python
#backtesting
#Pandas

[@edzme]

Lol'd when you said "TWENTTYY MINUTES?!" Ha I think it was time well spent. Thanks for putting the time into these!

[@MLAlgoTrader]

Haha when did I say that?

[@edzme]

@@MLAlgoTrader ruclips.net/video/9LYtcWc4Urs/видео.htmlsi=2PjWE541vcX0faD7&t=1225 ... don't worry wasnt wasted hahahah

[@GeekendZone]

@@MLAlgoTrader Min 20:30 , hahhahaha

[@MLAlgoTrader]

Haha

[@kevinomondi1084]

This is incredible stuff to be honest, thank you for sharing your knowledge. I have started my journey in Python as a finance major. Hopefully one day I can be better than you LOL.

[@MLAlgoTrader]

You will. Share with people in your class 😜 .

[@sinan_islam]

low audio

[@MLAlgoTrader]

Apologize I will try to improve it next video. Will be making a lot of videos now.

[@sinan_islam]

Cheers!