Algorithmic Trading with VectorBT
A self-contained bundle: eBook + chapter scripts + a strategy pack (40+ runnable strategies) built around
vectorbt workflows (signals → backtests → optimization → portfolios).
Book Cover
Backtest with Parameter Optimization
Instant download after purchase
What’s inside
eBook (PDF) — 1 file
Source_Codes — 7 scripts
Strategies — 41 scripts + 1 guide PDF
Strategies are standalone entry points; chapter scripts mirror the eBook workflow.
Quick start
Typical prerequisites
- Python 3.9+ (recommended)
vectorbt,yfinance,pandas,numpy- Some strategies may also use
scikit-learn
Run a chapter script
Source_Codes/1 Downloading Market Data.pySource_Codes/4 Backtesting Strategies.py
Suggested learning path
- Market data → signals → trades
- Backtesting → parameter search → walk-forward
- Portfolio optimization → allocation → risk management
- Expand using the Strategy Pack templates
For education/research; not financial advice.
Detailed contents
Showing all
eBook/ 1 file • 2.63 MB
PDF
eBook/ 1 file • 2.63 MB
PDF
| File | Size |
|---|---|
| Algorithmic Trading with VectorBT.pdf | 2.63 MB |
Source_Codes/ 7 files • 52.59 KB
Chapter scripts
Source_Codes/ 7 files • 52.59 KB
Chapter scripts
| File | Size |
|---|---|
| 1 Downloading Market Data.py | 3.76 KB |
| 2 From Signals to Trades.py | 4.59 KB |
| 3 Parameter Search (Optimization).py | 7.16 KB |
| 4 Backtesting Strategies.py | 9.63 KB |
| 5 Walk-Forward Optimization.py | 7.06 KB |
| 6 Portfolio Optimization.py | 11.44 KB |
| 7 Portfolio Allocation and Risk Management.py | 8.95 KB |
Strategies/ 42 files • 299.43 KB
Standalone strategies + guide
Strategies/ 42 files • 299.43 KB
Standalone strategies + guide
| File | Size |
|---|---|
| vectorbt_strategy_pack_34_guide.pdf | 219.52 KB |
| 01_ema_crossover.py | 1.72 KB |
| 02_sma_crossover.py | 1.67 KB |
| 03_triple_ema.py | 1.82 KB |
| 04_dema_cross.py | 1.77 KB |
| 05_trend_filter_ema_cross.py | 2.16 KB |
| 06_bb_mean_reversion.py | 2.17 KB |
| 07_enhanced_bb.py | 2.55 KB |
| 08_bollinger_rsi_reversion.py | 2.88 KB |
| 09_rsi_mr_filtered.py | 2.92 KB |
| 10_macd_trend.py | 2.52 KB |
| 11_trix_dynamic_exit.py | 3.08 KB |
| 12_ma_channel_breakout.py | 2.56 KB |
| 13_keltner_adx.py | 2.92 KB |
| 14_adx_trend_strength_filters.py | 3.35 KB |
| 15_adx_adxr_bbpct.py | 3.19 KB |
| 16_adx_ao_bbpct.py | 3.28 KB |
| 17_adaptive_ma_vol.py | 2.96 KB |
| 18_adaptive_kalman.py | 3.16 KB |
| 19_ma_bounce.py | 2.29 KB |
| 20_ma_distance.py | 2.34 KB |
| 21_ma_ribbon_pullback.py | 3.07 KB |
| 22_ma_slope.py | 2.48 KB |
| 23_guppy_mma.py | 2.91 KB |
| 24_hilbert_cycle.py | 3.51 KB |
| 25_hilbert_rsi.py | 3.69 KB |
| 26_hurst_filtered_trend.py | 3.34 KB |
| 27_decision_tree_ema_ml.py | 4.37 KB |
| 28_isolation_forest.py | 4.29 KB |
| 29_gmm_regime.py | 4.44 KB |
| 30_ensemble_fixed_weights.py | 3.46 KB |
| 31_dual_regime_weekly.py | 3.66 KB |
| 32_ema_cross_with_sma_filter.py | 2.18 KB |
| 33_dual_ma_cross_adx_filter.py | 2.46 KB |
| 34_enhanced_trix.py | 3.18 KB |
| accumulation_distribution.py | 1.95 KB |
| adaptive_fourier.py | 3.28 KB |
| awesome_oscilator_divergence.py | 2.27 KB |
| guppy_mma_pullback.py | 2.66 KB |
| keltner_adx.py | 2.61 KB |
| ma_channel.py | 2.03 KB |
| portfolio_backtest_equal_allocation.py | 3.10 KB |
Secure checkout • Instant download
Root folder in ZIP: Alorithmic_Trading_with_VectorBT/