
Backtest Your Trading Strategy with Only 3 Lines of Python Using Fastquant - enzoampil
https://towardsdatascience.com/backtest-your-trading-strategy-with-only-3-lines-of-python-3859b4a4ab44?source=friends_link&sk=ec647b6bb43fe322013248fd1d473015
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enzoampil
In this blog post, I share how to use fastquant to backtest a simple SMAC
strategy in only 3 lines of code.

fastquant is a wrapper for the backtrader package to make it a lot simpler to
implement. My design for the backtest function is meant to be (almost) easy
enough to be used by the excel practitioners in the finance industry.

For context, I’m a machine learning practitioner that focuses on NLP based
investment research solutions, but I also spend my free time doing my own
investing (with backtesting) and so this has been a passion project of mine.
I’m very keen to get feedback on the package, especially from experienced
quants here, so that the fastquant contributors and I can keep improving it to
reach industry standard.

