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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
Project ID: 39210841
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59 freelancers are bidding on average $154 USD for this job

Hello there, I am the guy you are looking for, I'm 100% confident on this. My specialty has always been quantitative system development focusing on data pipelines, backtesting engines and strategy optimization systems. I've spent a few hundred hours working (and fighting) with pandas and numpy and have integrated multiple financial APIs in the past. You can check out my profile and see it for yourself. Feel free to message me and we can discuss more. Best Wishes, Carlos S.
$250 USD in 5 days
7.2
7.2

Hello there, I am experienced in web scraping and building scripts or a Windows desktop application using Python. I am also experienced in large data scraping from a given website, bypassing IP, Captcha, and anti-bot or cloud flair protection. Please message me to discuss this project in detail. Best Regards
$150 USD in 3 days
6.4
6.4

Hi Kesava, I am a proficient 5Years+ Core Python Developer. I have carefully reviewed your job posting and am confident that my extensive expertise in Python, Statistics, Software Testing, along with my in-depth experience in Core(Vanilla) python with High quality Code base and deploying intelligent systems, makes me an excellent fit for your project. I am passionate about building robust, scalable, and innovative solutions that deliver tangible results. Additionally, my experience in Web apps, Desktop app, pure python workers , socket and API development ensures I can meet your specific project needs effectively. I am ready to start immediately and would love to discuss the details to align my approach with your goals. Let’s connect to get started and bring your vision to life! Best regards, Abdul Mannan
$30 USD in 1 day
6.1
6.1

I have previously worked on similar projects involving options trading strategies with Python, financial data APIs, and backtesting methodologies. Here is the technical approach for implementing the "Automated Backtesting of Trading Strategy with Python Notebook": 1. Data Retrieval and Preprocessing: - Fetch historical daily price data for SPY and UPRO from Yahoo Finance. - Calculate the 200-day Moving Average for SPY. 2. Signal Generation and Strategy Implementation: - Generate buy/sell signals based on the moving average comparison. - Implement the options trading strategy with put options on UPRO. 3. Integration with IVolatility API: - Retrieve options pricing data from IVolatility API for accurate hedging cost calculation. 4. Portfolio Tracking and Performance Analysis: - Track annual portfolio performance by calculating returns and hedging costs. - Monitor and manage the put options expiry annually for strategy adjustments. 5. Output Generation: - Store the final strategy performance data in a CSV file for easy analysis and reporting. Technologies and Tools: - Python libraries: pandas, numpy, requests for data manipulation and API integration. - Jupyter Notebook for interactive development and analysis. Testing and Integration Plan: - Conduct unit tests for data merging and signal generation functions. - Perform integration testing with Yahoo Finance and IVolatility APIs to ensure data accuracy. - Validate the CSV output against expected results for data integrity. Performance and Scalability Optimizations: - Optimize data processing algorithms for efficient handling of large datasets. - Implement caching mechanisms to reduce API call overhead and improve response times. With a comprehensive technical approach, thorough testing plan, and focus on optimization, the solution will deliver reliable backtesting results for the trading strategy.
$250 USD in 7 days
5.6
5.6

Hi there, I hope you're doing well! I'm excited to offer you an exclusive 25% discount on my services and would love to collaborate on your Python Trading Strategy Backtesting with API Integration project. With 7 years of experience in algorithmic trading, backtesting frameworks (Backtrader, Zipline), and API integration for brokers like Alpaca, Interactive Brokers, and Binance, I can develop a robust, data-driven, and fully automated backtesting system to optimize your trading strategies. I am available 24/7 to discuss your project and ensure a high-performance, accurate, and scalable solution. Additionally, I’ll be available for any future updates or modifications at no extra cost. Let’s connect and refine your trading strategy with a powerful backtesting system! Looking forward to working with you. Regards, Sohail Jamil
$30 USD in 1 day
5.7
5.7

Hey Kesava T., Good evening! ★★★ I HAVE READ ALL YOUR REQUIREMENTS VERY CAREFULLY AND UNDERSTOOD WHAT YOU WANT. ★★★ With over 12 years of experience in Software Testing, Statistics and Python, I can provide the precise results you're seeking for. ✔ Proven Expertise – Over 12 years of hands-on experience in Software Testing, Statistics and Python, delivering top-tier solutions. ✔ Efficiency First – Optimized development processes to save time and cut costs without compromising quality. ✔ Scalable Solutions – Designed to grow seamlessly with your business and adapt to future needs. ✔ Unmatched Reliability – Robust implementations to ensure stability, security, and minimal downtime. ✔ Tailored Approach – Fully customized solutions to align with your unique goals and requirements. ✔ Dedicated Support – 6+ weeks of post-launch support to keep your project running smoothly. https://www.freelancer.com/u/apilt9 I’m looking forward to discussing your project in more detail. Best regards, Apil
$30 USD in 4 days
5.6
5.6

Hi client, I'm Denis Redzepovic, an experienced developer with expertise in Python, Software Testing and Statistics. I am very confident in your project. I know what the difference between 99% and 100% is. I promise the perfect result. If you hire me, I will do my best until you are fully satisfied. Let’s discuss your project details, and I’ll provide a reliable Python solution tailored to your needs. Best regards, Denis Redzepovic
$150 USD in 5 days
4.9
4.9

I specialize in algorithmic trading strategy development and backtesting, leveraging Python and robust APIs. My previous project, involving a similar high-frequency trading strategy optimized with Pandas and Scikit-learn on a large dataset, resulted in a 20% improvement in Sharpe Ratio. This experience directly translates to your needs. My approach involves meticulous data acquisition via the Yahoo Finance API, cleaning and preprocessing using Pandas, backtesting your strategy within a Jupyter Notebook environment, and visualizing results with Matplotlib and Seaborn. I'll incorporate robust error handling, unit testing, and version control using Git for transparent and reliable execution. Parameter optimization will be conducted using techniques like grid search to maximize profitability. Ready to automate your backtesting process? Could you share details on the specific trading indicators and parameters you wish to incorporate, ensuring a perfectly tailored and high-performing backtesting solution?
$197.84 USD in 21 days
4.7
4.7

Hi, I can help u as i have done several similar jobs related to Statistics, Python and Software Testing, I have read the details and furthermore discuss about it, plz discuss with me in detail. Regards
$250 USD in 8 days
4.4
4.4

I propose a robust Python-based solution to implement and backtest your options trading strategy using Yahoo Finance and IVolatility API. Our approach ensures precision, scalability, and actionable insights. Implementation Plan: Data Integration: Fetch historical SPY and UPRO daily prices from Yahoo Finance. Retrieve options pricing data via IVolatility API for accurate put option valuation. Strategy Execution: Calculate SPY’s 200-day Moving Average (MA) using pandas. Generate trading signals: Buy UPRO put options when SPY < 200-day MA; sell when SPY > 200-day MA. Handle options expiry (third Friday of January annually) and manage portfolio rebalancing. Performance Tracking: Compute annual portfolio performance, including hedging costs. Output strategy performance metrics (e.g., returns, drawdowns) to a CSV file for analysis. Error Handling: Address data merging, NaN values, and indexing issues for seamless execution. Deliverables: End-to-end Python implementation in Jupyter/Google Colab. Clean, well-documented code with detailed comments. Final CSV file with strategy performance metrics. Why Us? Expertise in Python (pandas, numpy, requests), financial APIs, and algorithmic trading. Proven track record in delivering high-quality backtesting solutions. I can do a demo in Streamlit of my current efforts in a stock market area close to the need for this project. Please initiate a chat to discuss further.
$200 USD in 7 days
3.8
3.8

Hello Kesava, I see you're seeking an experienced Python developer for backtesting an options trading strategy. Given my background in Mathematics and Computer Science, paired with a wealth of full-stack development experience, I am well-equipped to deliver this project. I can implement your strategy using Python, leveraging Jupyter/Colab for transparency and interactivity, and integrate Yahoo Finance and IVolatility APIs seamlessly. My focus will be on accurate data handling, robust signal generation, and comprehensive performance tracking. Could you clarify if you prefer Jupyter Notebooks over Google Colab for this project? Looking forward to discussing this further. Thanks, Jeremy
$150 USD in 5 days
3.3
3.3

Hey Mate Kesava T., Good afternoon! ⚡⚡⚡I HAVE READ ALL YOUR REQUIREMENTS VERY CAREFULLY AND UNDERSTOOD WHAT YOU WANT.⚡⚡⚡ As a top developer with extensive experience in Software Testing, Python and Statistics, I can provide the precise results you're seeking for. For over 8 years, I have developed numerous projects focusing on enhanced user experience and performance optimization. ✔ Expertise and Experience: 8+ years of hands-on experience in Software Testing, Python and Statistics to deliver high-quality solutions. ✔ Efficiency: Streamlined development processes to save time and reduce costs. ✔ Scalability: Solutions designed to grow seamlessly with your business. ✔ Reliability: Robust implementations to minimize downtime and ensure optimal performance. ✔ Customization: Solutions tailored to your specific needs and objectives. ✔ Ongoing Support: 6+ weeks of support and maintenance to ensure your project runs smoothly. I will share my past work in the chatbox. I am eager to contribute my expertise to your project. Looking forward to your reply. Best regards,
$130 USD in 3 days
3.0
3.0

Hi, I have carefully reviewed your requirements and am highly interested in this opportunity. With extensive experience and a strong background in the technical stack you require, I am confident in my ability to deliver a high-quality solution that meets all your expectations. I look forward to the opportunity to collaborate and discuss further. Thanks
$140 USD in 7 days
3.0
3.0

Hello! I am excited about the opportunity to work on your project involving the automated backtesting of a trading strategy using Python. With over 12 years of experience in web development and a solid grasp of Python programming, I thrive on tackling complex problems and delivering innovative solutions. My expertise includes: ☑️ WordPress Development ☑️ E-commerce Integration ☑️ SEO and Digital Marketing ☑️ Additional Features For your specific needs, I am well-versed in integrating financial APIs, performing data analysis, and ensuring accurate handling of data through pandas and numpy. I am committed to producing precise results, including generating trading signals and tracking portfolio performance. Could you clarify the following? 1. Are there any specific data visualization requirements for the strategy results? 2. What format should the portfolio performance data be in for the final CSV output? 3. Do you have any specific preferences for the options pricing data integration? Please send a message to discuss more about this project. Warm Regards, Shabee.
$130 USD in 7 days
3.0
3.0

Okay, you need a Python developer to create an automated backtesting system for your options trading strategy, using Yahoo Finance and the IVolatility API, delivered as a Jupyter or Google Colab notebook. I'm experienced in Python, financial APIs, and algorithmic trading, and I can implement your strategy effectively. I'll develop a Python notebook that: > Retrieves historical SPY and UPRO data from Yahoo Finance. > Calculates the SPY 200-day Moving Average. > Generates buy/sell signals for UPRO put options based on your criteria. > Integrates options pricing data from the IVolatility API. > Handles data merging, NaN values, and indexing issues accurately. > Calculates annual portfolio performance and hedging costs. > Outputs the final strategy performance data to a CSV file. I'm proficient in pandas, numpy, requests, and can deliver a clean, well-documented notebook. I understand the importance of accurate data handling and can ensure your backtesting results are reliable. Let's discuss the specifics of your IVolatility API access and any further details of your trading strategy. Thank you, Bounkyo.
$100 USD in 3 days
2.6
2.6

Hello, I’m excited to implement your options trading strategy using Python, Yahoo Finance, and the IVolatility API. I have the skills to ensure accurate backtesting and insightful performance analysis, delivering a robust solution that meets your needs. Looking forward to collaborating! Warm regards, Goran
$140 USD in 3 days
2.4
2.4

Hi there, I just read your job posting and understood most of the requirements. I can build your project more efficient with my knowledge. Along with your project requirement, I'll provide you clean source code. I have 10 years of experience in web development and I have extensive experience in Python, Statistics, Software Testing and other technologies relevant to your project. I am ready to start immediately and work full time on your time-zone with responsive communication. Please let me know if you have any questions or would like to discuss further details about this project. Thank you again for considering my bid! Best regards, Cleyton
$100 USD in 1 day
2.0
2.0

Hello, I would be happy to write you a backtesting algorithm that would allow you to backtest strategies on API integrations that you select from Yahoo or iVolatility. You would be able to select what ticker you wanted to backtest and the output would be put onto a CSV spreadsheet for you to look at.
$115 USD in 7 days
2.0
2.0

I noticed your project and would love to help you backtest your SPY/UPRO options strategy. I've done similar work using Python, leveraging Yahoo Finance and the IVolatility API, so I'm confident in delivering precisely what you want. You'll get a clear, well-organized, and thoroughly documented Jupyter Notebook (or Google Colab notebook) that makes testing and analysis intuitive and stress-free. Additionally, I'd be happy to include some extra features at no additional cost. From my past experience, interactive visualizations and adjustable parameters significantly enhance the user experience. These tools make it easy to dive deeper into your backtesting results and experiment effortlessly. Here’s exactly what I'll deliver: Core Deliverables: Fetching SPY & UPRO price data, computing the 200-day moving average, and clearly defining your trade signals. Integrating IVolatility API for accurate options data and hedging cost analysis. Integrating IVolatility API for precise calculation and tracking of put option hedging costs throughout the backtesting period. Addressing potential data issues, like missing values, indexing, and merging data sets, ensuring accuracy in the final analysis. Precisely manage annual put option expirations (the third Friday of each January) and calculate strategy performance accordingly. Providing structured CSV exports of all performance data for easy future analysis. Bonus Features (included free of charge): Interactive Charts: Visualize your trade signals, price trends, and portfolio performance using Matplotlib & Seaborn. Customizable Parameters: You can easily adjust parameters like moving average length, option expiry dates, and strike prices right from within the notebook—no coding required. I'll use ipywidgets to let you quickly explore different scenarios. To ensure reliability, I'll cross-check option pricing calculations and historical signals against known benchmarks. Although I can't directly share the code from past client projects, I'm happy to share screenshots or a quick screen recording of a similar backtesting setup I've created. Let me know if you'd like a peek at that; it can help demonstrate the quality and style of my work.
$200 USD in 4 days
1.8
1.8

I bring to the table over 8 years of experience as a Senior Full-Stack Developer and AI Specialist, with a proven track record of creating high-performance solutions. My extensive background in Python, particularly with pandas, numpy, and requests which are so crucial for your project, makes me an ideal fit for this task. I also have hands-on experience with key financial APIs such as Yahoo Finance and IVolatility, which will be extremely useful for data integration and analysis. Having developed algorithmic trading strategies before, I fully understand the nuances and challenges that come with it. I can confidently tackle the requirements detailed in your project description - accurately handling data merging, NaN values, managing indexes, calculating annual portfolio performance, and put option hedging costs - to ensure you get accurate results from your strategy. Additionally, my profound familiarity with Jupyter Notebooks or Google Colab will undoubtedly help streamline our workflow and guarantee consistent output. As a bonus, given my passion for turning ideas into reality and staying updated on the latest technologies, I’m sure we can collaboratively enhance the project scope by incorporating advancements like OpenAI or other modern techniques to ensure a smarter trading environment.
$250 USD in 7 days
1.4
1.4

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