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Based on the concepts in "CIMTR" and others, swing trading

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boyac/pyTrading

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pyTrading

Content

  • use python 2.7
  • systematic and swing trading, based on the concepts in "CIMTR" and others. As I'm getting busier each day, most scripts will remain as simple notes from readings

Your Support

  • You can contribute to the project by reporting bugs, suggesting enhancements, exchanging portfolio management experiences or you can make a donation to this project:
    *paypal

Formula

  • Leveraged investment are amplified compared to an otherwise identical unleveraged investment. Gains are higher and losses are worse, so it is a high risk/high reward strategy. The return on a leveraged investment can be calculated as:
  • R_li = R_ui + [(D/E) * (R_ui - c)]
  • R_li = (Ending value with leverage - starting value with leverage - borrowing cost) / start value with leverage

-- R_li: leveraged return
-- R_ui: unleveraged return
-- D/E : borrowing ratio
-- c : cost of borrowing