Good morning! This past week, we had lots and lots of new updates released for both the Package and Blankly Slate, which will hopefully ease many of the struggles that some people have been having. Chat with us, and send any other feature requests you have.
Enjoy!
The Blankly Team
UPDATES
Our biggest Blankly Package update just launched! v1.17.0-beta includes new integrations with even more exchanges, new release for trading on futures, and a completely redesigned backtester for custom events and live trading. Some of the highlights include:
Added full spot KuCoin websockets
Added full spot FTX websockets
Added futures live trading
Added full spot OKX integration
Added FTX international support
Added FTX sub account support
Added new and improved CLI
Added backtesting and exporting to the platform
and much, much, more. Now, you can backtest tick-by-tick strategies, or on Reddit data, Twitter data, websocket events, custom prices, or other alternative data sources. Huge thank you to all our contributors, and we hope to continue on bringing improvements to the Package.
Check out the new docs page here: https://docs.blankly.finance/examples/model-framework/
Read about the rest of the update here: https://github.com/Blankly-Finance/Blankly/releases
New Blankly Slate features are here too! Since its release now just over a month ago, we have received lots of great feedback, and we want to thank everyone for their continued support and interest. Many of these updates include:
Position graphs for live trades and backtests for all symbols
Ability to compare your backtests to one (or multiple) benchmark symbols
Additional metrics that enable comparisons across backtest metrics to said benchmark metrics
Graphical displays of timeseries metrics for all backtests including max drawdown, rolling sharpe, rolling sorting, and more
Even more QuantStats metrics for you to optionally ignore
Optimization, stability updates, and many bug fixes
If you haven’t started using Slate, give it a try! It takes only a few clicks to get onboarded and begin a live, deployed trading strategy.
Lastly, our Discord server is now over 300 members strong. Thank you in joining us along our journey, as the community continues to grow with more and more people every single day. We hope everyone continues to share their own stories with Blankly, as well as to people outside the community as well. Join here if you’re new!
RESOURCES
Follow along with Aditya in building a neural network trading strategy in a Blankly Webinar!
What is backtesting? How can you make sure your strategies aren’t falling to different biases in the market? Learn about the differences between a vectorized and event-driven backtester, and how to build one yourself.
Build a Backtester in Python in 10 Minutes
How do you size your bets? The Kelly Criterion calculates the optimal proportion of one’s net worth to risk in any given wager or bet to maximize wealth growth over time. Learn how to implement in your own trading strategies.
Using the Kelly Criterion for Trading Algorithms
Finally, tune into our new series of Blankly Shorts, where we’ll go into easy to understand topics about trading and the industry.