App is live HERE
This Streamlit app provides a user interface for analyzing strategy returns on financial market data. The users can select a data source (Binance or Yahoo Finance), choose a market, strategy, timeframe, and date period. It then displays the historical returns of the selected strategy on the chosen market.
Note that I prefer to keep my personal strategies private, I simply provide an example in strategies.py.example (simply rename it to strategies.py if you want to use it in the app).
- Data Sources: Choose between Binance and Yahoo Finance as the data source (only World Indices are supported for Yahoo Finance so far)
- Market Selection: Select a market from a dynamically loaded list based on the chosen data source
- Strategy Options: Choose from a list of predefined strategies for analyzing market data
- Timeframe Selection: Pick a timeframe for the analysis, including options like 1 hour, 4 hours, 1 day, and 1 week
- Date Range Picker: Select a specific date range for the analysis, with a default period of the last 12 months
- Strategy Returns: View and analyze the returns of the selected strategy, displayed in a table format
- Benchmark vs. Strategy Cumulative Returns: Visualize the cumulative returns of the selected strategy compared to the benchmark over time
- Monthly Returns: Explore the monthly returns of both the benchmark and the selected strategy through a grouped bar chart