Algorithmic Trading with VectorBT is a practical guide to building, testing, and evaluating trading strategies with Python's vectorbt library. It walks readers through market data handling, signal generation, portfolio backtesting, parameter optimization, walk-forward testing, portfolio allocation, and risk management. Using clear examples around moving-average strategies, Bitcoin data, realistic execution assumptions, fees, slippage, and performance diagnostics, this book helps readers move from simple backtests to more disciplined strategy research.
Algorithmic Trading with VectorBT is a practical guide to building, testing, and evaluating trading strategies with Python's vectorbt library. It walks readers through market data handling, signal generation, portfolio backtesting, parameter optimization, walk-forward testing, portfolio allocation, and risk management. Using clear examples around moving-average strategies, Bitcoin data, realistic execution assumptions, fees, slippage, and performance diagnostics, this book helps readers move from simple backtests to more disciplined strategy research.