index.ipynb

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    "# Index\n",
    "* [Introduction](twp_00_Introduction.ipynb#Introduction)\n",
    "  * [Preface](twp_00_Introduction.ipynb#Preface)\n",
    "  * [Installation](twp_00_Introduction.ipynb#Installation)\n",
    "* [Development tools](twp_101_development_tools.ipynb#Development-tools)\n",
    "  * [IPython](twp_101_development_tools.ipynb#IPython)\n",
    "  * [Source code editors](twp_101_development_tools.ipynb#Source-code-editors)\n",
    "  * [Jupyter notebook](twp_101_development_tools.ipynb#Jupyter-notebook)\n",
    "* [Overview of python basics](twp_102_python_basics.ipynb#Overview-of-python-basics)\n",
    "  * [Working with modules](twp_102a_working_with_modules.ipynb#Working-with-modules)\n",
    "* [Visualizing data](twp_103_plotting.ipynb#Visualizing-data)\n",
    "  * [Visualization with matplotlib](twp_103_plotting.ipynb#Visualization-with-matplotlib)\n",
    "  * [Plotting with Pandas](twp_103_plotting.ipynb#Plotting-with-Pandas)\n",
    "  * [Bokeh plots](twp_103_plotting.ipynb#Bokeh-plots)\n",
    "  * [TWP plotting class](twp_103_plotting.ipynb#TWP-plotting-class)\n",
    "* [Simulating leveraged etfs](twp_200_Leveraged_etfs.ipynb#Simulating-leveraged-etfs)\n",
    "  * [How about 3x leverage?](twp_200_Leveraged_etfs.ipynb#How-about-3x-leverage?)\n",
    "* [Day of week seasonality of SPY](twp_201_Day_seasonality.ipynb#Day-of-week-seasonality-of-SPY)\n",
    "  * [Get the data](twp_201_Day_seasonality.ipynb#Get-the-data)\n",
    "  * [Working with dates and times](twp_201_Day_seasonality.ipynb#Working-with-dates-and-times)\n",
    "  * [Analyse weekday seasonality](twp_201_Day_seasonality.ipynb#Analyse-weekday-seasonality)\n",
    "* [Working with csv files](twp_202_Reading_csv_files.ipynb#Working-with-csv-files)\n",
    "  * [Reading csv](twp_202_Reading_csv_files.ipynb#Reading-csv)\n",
    "  * [Writing csv files](twp_202_Reading_csv_files.ipynb#Writing-csv-files)\n",
    "* [Building a stock price database](twp_203_Building_a_stock_database.ipynb#Building-a-stock-price-database)\n",
    "  * [Download historic data](twp_203_Building_a_stock_database.ipynb#Download-historic-data)\n",
    "  * [Multi-index](twp_203_Building_a_stock_database.ipynb#Multi-index)\n",
    "  * [Save data to file](twp_203_Building_a_stock_database.ipynb#Save-data-to-file)\n",
    "  * [Load data from file](twp_203_Building_a_stock_database.ipynb#Load-data-from-file)\n",
    "* [Performance metrics](twp_301_Performance_metrics.ipynb#Performance-metrics)\n",
    "  * [Sharpe ratio](twp_301_Performance_metrics.ipynb#Sharpe-ratio)\n",
    "  * [Drawdown](twp_301_Performance_metrics.ipynb#Drawdown)\n",
    "  * [Profit ratio](twp_301_Performance_metrics.ipynb#Profit-ratio)\n",
    "* [Backtesting with TWP backtesting module](twp_302b_backtesting.ipynb#Backtesting-with-TWP-backtesting-module)\n",
    "  * [Test on real price data](twp_302b_backtesting.ipynb#Test-on-real-price-data)\n",
    "  * [Walk-forward moving averages strategy](twp_302c_backtesting-moving_averages.ipynb#Walk-forward-moving-averages-strategy)\n",
    "* [Moving averages crossover strategy](twp_302_moving_averages_strat.ipynb#Moving-averages-crossover-strategy)\n",
    "  * [Divide dataset](twp_302_moving_averages_strat.ipynb#Divide-dataset)\n",
    "  * [Develop strategy](twp_302_moving_averages_strat.ipynb#Develop-strategy)\n",
    "  * [Make a parameter scan](twp_302_moving_averages_strat.ipynb#Make-a-parameter-scan)\n",
    "  * [Conclusion](twp_302_moving_averages_strat.ipynb#Conclusion)\n",
    "* [Permanent portfolio](twp_303_permanent_portfolio.ipynb#Permanent-portfolio)\n",
    "  * [Get price data](twp_303_permanent_portfolio.ipynb#Get-price-data)\n",
    "  * [Simulate portfolio](twp_303_permanent_portfolio.ipynb#Simulate-portfolio)\n",
    "  * [Conclusion](twp_303_permanent_portfolio.ipynb#Conclusion)\n",
    "* [XLP strategy](twp_304_xlp_strategy.ipynb#XLP-strategy)\n",
    "  * [Rewrite strategy to a single function](twp_304_xlp_strategy.ipynb#Rewrite-strategy-to-a-single-function)\n",
    "  * [Make a scan of ALL parameters](twp_304_xlp_strategy.ipynb#Make-a-scan-of-ALL-parameters)\n",
    "  * [Conclusion](twp_304_xlp_strategy.ipynb#Conclusion)\n",
    "  * [Improvements](twp_304_xlp_strategy.ipynb#Improvements)\n",
    "* [Pairs trading examples](twp_305_spread_trading_strategy.ipynb#Pairs-trading-examples)\n",
    "  * [Get list of XLE components](twp_305_spread_trading_strategy.ipynb#Get-list-of-XLE-components)\n",
    "  * [Get the price data](twp_305_spread_trading_strategy.ipynb#Get-the-price-data)\n",
    "  * [Visualise dataset](twp_305_spread_trading_strategy.ipynb#Visualise-dataset)\n",
    "  * [Build spread and visualise data](twp_305_spread_trading_strategy.ipynb#Build-spread-and-visualise-data)\n",
    "  * [Create a trading strategy](twp_305_spread_trading_strategy.ipynb#Create-a-trading-strategy)\n",
    "  * [Conclusion](twp_305_spread_trading_strategy.ipynb#Conclusion)\n",
    "* [VXX strategy](twp_306_Volatility_trading.ipynb#VXX-strategy)\n",
    "  * [Strategy thesis](twp_306_Volatility_trading.ipynb#Strategy-thesis)\n",
    "  * [Get the data](twp_306_Volatility_trading.ipynb#Get-the-data)\n",
    "  * [Get data from CBOE](twp_306_Volatility_trading.ipynb#Get-data-from-CBOE)\n",
    "  * [Research relationship VIX-VIX3M](twp_306_Volatility_trading.ipynb#Research-relationship-VIX-VIX3M)\n",
    "  * [More precise simulation](twp_306_Volatility_trading.ipynb#More-precise-simulation)\n",
    "* [Leveraged ETF backtest YTD](twp_307_leveraged_etfs_ytd.ipynb#Leveraged-ETF-backtest-YTD)\n",
    "  * [Create pairs](twp_307_leveraged_etfs_ytd.ipynb#Create-pairs)\n",
    "* [Nearest neighbors strategy](twp_308_trading_VXX_with_nearest_neighbors.ipynb#Nearest-neighbors-strategy)\n",
    "  * [Strategy thesis](twp_308_trading_VXX_with_nearest_neighbors.ipynb#Strategy-thesis)\n",
    "  * [Prepare data](twp_308_trading_VXX_with_nearest_neighbors.ipynb#Prepare-data)\n",
    "  * [Create trader class](twp_308_trading_VXX_with_nearest_neighbors.ipynb#Create-trader-class)\n",
    "  * [Conclusion](twp_308_trading_VXX_with_nearest_neighbors.ipynb#Conclusion)\n",
    "* [External references](twp_900_references.ipynb#External-references)"
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   "source": [
    "# Reference\n",
    "\n",
    "## Jupyter notebook\n",
    " * [overview](twp_101_development_tools.ipynb#Jupyter-notebook)\n",
    " * [markdown](twp_101_development_tools.ipynb#Getting-around)\n",
    " * [magic commands](twp_101_development_tools.ipynb#Cell-magics)\n",
    "\n",
    "## backtesting\n",
    " * [walk forward simulation](twp_302c_backtesting-moving_averages.ipynb#Run-walk-forward-simulation)\n",
    " * [parameter scan](twp_302_moving_averages_strat.ipynb#Make-a-parameter-scan)\n",
    " * [parameter scan](twp_304_xlp_strategy.ipynb#Make-a-scan-of-ALL-parameters)\n",
    " * [walk-forward](twp_304_xlp_strategy.ipynb#Walk-Forward-Optimization)\n",
    "\n",
    "## csv files\n",
    " * [reading](twp_202_Reading_csv_files.ipynb#Reading-csv)\n",
    " * [reading with pandas](twp_202_Reading_csv_files.ipynb#The-easy-way)\n",
    " * [parse manually](twp_202_Reading_csv_files.ipynb#The-hard-way)\n",
    " * [writing](twp_202_Reading_csv_files.ipynb#Writing-csv-files)\n",
    "\n",
    "## data io\n",
    " * [csv files](twp_202_Reading_csv_files.ipynb#Reading-csv)\n",
    " * [excel files](twp_203_Building_a_stock_database.ipynb#Building-a-stock-price-database)\n",
    " * [hdf5](twp_203_Building_a_stock_database.ipynb#Load-data-from-file)\n",
    "\n",
    "## datetime\n",
    " * [to and from strings](twp_201_Day_seasonality.ipynb#Working-with-dates-and-times)\n",
    "\n",
    "## getting data\n",
    " * [urlretrieve](twp_102a_working_with_modules.ipynb#Working-with-modules)\n",
    " * [get put/call data from CBOE](twp_202_Reading_csv_files.ipynb#Advanced-example)\n",
    " * [get VIX data from CBOE](twp_306_Volatility_trading.ipynb#Get-data-from-CBOE)\n",
    "\n",
    "## modules\n",
    " * [overview](twp_102a_working_with_modules.ipynb#Working-with-modules)\n",
    "\n",
    "## pandas\n",
    " * [multiindex](twp_203_Building_a_stock_database.ipynb#Multi-index)\n",
    "\n",
    "## ploting\n",
    " * [matplotlib, static](twp_103_plotting.ipynb#Static-plots)\n",
    "\n",
    "## plotting\n",
    " * [matplotlib, interactive](twp_103_plotting.ipynb#Visualization-with-matplotlib)\n",
    " * [matplotlib figures](twp_103_plotting.ipynb#Creating-figures)\n",
    " * [pandas](twp_103_plotting.ipynb#Plotting-with-Pandas)\n",
    " * [heatmap](twp_304_xlp_strategy.ipynb#Make-a-scan-of-ALL-parameters)"
   ]
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