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Article Archive For Anthony Garner

  • Roll Your Own Futures Using Python

    ARTICLE SYNOPSIS ...If you want to backtest a strategy for trading futures, you'll need historical data that has been back-adjusted to synthesize it into continuous contracts. Here's a way to do that yourself...

  • Backtesting A Mean-Reversion Strategy In Python

    ARTICLE SYNOPSIS ...You hear the term "mean reversion" thrown around a lot. What does it really mean and how can you create a mean-reversion strategy you can backtest? Here's a step-by-step gui...

  • An All-Weather Portfolio

    ARTICLE SYNOPSIS ...Here, we'll look at how you can structure a portfolio to achieve a good balance between gains and volatility, and how you can program a backtest for it using code in the Python language...

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