Python Trading Strategy Backtesting with API Integration
Budget: $30 – $250 USD
Project Title:
Automated Backtesting of Trading Strategy with Python Notebook (Yahoo Finance, IVolatility API Integration)
Project Description:
I am looking for an experienced Python developer to implement and backtest an options trading strategy using Python, Yahoo Finance data, and the IVolatility API.
Strategy Overview:
Use historical daily prices for SPY and UPRO (from Yahoo Finance).
Calculate the SPY 200-day Moving Average.
Generate trading signals: Buy a UPRO put option when SPY is below the 200-day Moving Average; sell the put when SPY moves above it.
Options expiry fixed annually (third Friday of January each year).
Maintain and track portfolio performance annually.
Requirements:
End-to-end Python implementation using Jupyter or Google Colab notebooks.
Accurate handling of data merging, NaN values, and indexing issues.
Integration of options pricing data through the IVolatility API.
Calculation of annual portfolio performance and put option hedging costs.
Output the final strategy performance data into a CSV file.
Skills Required:
Python (pandas, numpy, requests)
Financial APIs (Yahoo Finance, IVolatility)
Data analysis and algorithmic trading strategies
Jupyter Notebook or Google Colab proficiency
Automated Backtesting of Trading Strategy with Python Notebook (Yahoo Finance, IVolatility API Integration)
Project Description:
I am looking for an experienced Python developer to implement and backtest an options trading strategy using Python, Yahoo Finance data, and the IVolatility API.
Strategy Overview:
Use historical daily prices for SPY and UPRO (from Yahoo Finance).
Calculate the SPY 200-day Moving Average.
Generate trading signals: Buy a UPRO put option when SPY is below the 200-day Moving Average; sell the put when SPY moves above it.
Options expiry fixed annually (third Friday of January each year).
Maintain and track portfolio performance annually.
Requirements:
End-to-end Python implementation using Jupyter or Google Colab notebooks.
Accurate handling of data merging, NaN values, and indexing issues.
Integration of options pricing data through the IVolatility API.
Calculation of annual portfolio performance and put option hedging costs.
Output the final strategy performance data into a CSV file.
Skills Required:
Python (pandas, numpy, requests)
Financial APIs (Yahoo Finance, IVolatility)
Data analysis and algorithmic trading strategies
Jupyter Notebook or Google Colab proficiency