Backtesting with Pandas and TA-lib

[@simonebenzi4189]

Thanks!! Can you also do a version with walk forward optimisation? In this way we can avoid overfitting

[@saehkim11]

A Great material for studying both python and finance. Thanks!! Martin

[@martinbel]

Thanks Todd!!

[@albertomameli2673]

I suggest using log returns as they are symmetric around 0

[@stefano8709]

Muy buen video, lo malo es que no esta el codigo en tu github

[@khanra17]

why repeating every words ?
it it.
after after.

[@martinbel]

Because it's not scripted and I'm human

[@vijayreddy301]

@@martinbel well said Martin. Amazing content. Appreciate your efforts