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Commodity, Metals, and Manufacturer Trading
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Module 5
Python and Pine Script Research Workflow
1
Aligning Daily Market Price Series in Python
Retrieve and align daily commodity, equity, benchmark, and foreign-exchange price series in Python.
Retrieve and align daily commodity, equity, benchmark, and foreign-exchange price series in Python.
2
Analyzing Market Returns, Volatility, Drawdowns, and Correlations
Calculate returns, volatility, drawdown, and correlation from aligned market-price data.
Calculate returns, volatility, drawdown, and correlation from aligned market-price data.
3
Measuring Equity Performance and Rolling Commodity Sensitivity
Measure an equity’s relative performance and rolling sensitivity to its underlying commodity.
Measure an equity’s relative performance and rolling sensitivity to its underlying commodity.
4
Classifying Price Series as Trending or Range-Bound
Classify a price series as trending or range-bound using explicit and reproducible chart rules.
Classify a price series as trending or range-bound using explicit and reproducible chart rules.
5
Implementing Entry and Exit Rules in Pine Script
Implement entry and exit rules for a trading signal in Pine Script.
Implement entry and exit rules for a trading signal in Pine Script.
6
Time-Series Signal Evaluation and Robustness Testing
Evaluate a signal using chronological training and test periods while checking for look-ahead bias, transaction costs, and parameter overfitting.
Evaluate a signal using chronological training and test periods while checking for look-ahead bias, transaction costs, and parameter overfitting.
7
Building a Reproducible Commodity and Company Evidence Report
Generate a reproducible chart-and-data evidence report for a commodity and a related listed company.
Generate a reproducible chart-and-data evidence report for a commodity and a related listed company.
Previous module
Futures, Options, and Exchange-Traded Products
Next module
Building and Managing a 3–12 Month Trade