Skip to content

Instantly share code, notes, and snippets.

@normanlmfung
Created March 30, 2024 08:29
Show Gist options
  • Save normanlmfung/30d63bc7bdecb1891f48ef03b4d406d5 to your computer and use it in GitHub Desktop.
Save normanlmfung/30d63bc7bdecb1891f48ef03b4d406d5 to your computer and use it in GitHub Desktop.
trend_following_total_equity (This is for pandas syntax illustration)
[
{
"book": "trend_following",
"datetime": "20210101",
"total_equity": 1000,
"turnover": 1000000
},
{
"book": "trend_following",
"datetime": "20210201",
"total_equity": 1005.041038,
"turnover": 1012300
},
{
"book": "trend_following",
"datetime": "20210301",
"total_equity": 1010.141196,
"turnover": 1024683.199
},
{
"book": "trend_following",
"datetime": "20210401",
"total_equity": 1015.302825,
"turnover": 1037148.939
},
{
"book": "trend_following",
"datetime": "20210501",
"total_equity": 1020.527319,
"turnover": 1049697.412
},
{
"book": "trend_following",
"datetime": "20210601",
"total_equity": 1025.816104,
"turnover": 1062330.877
},
{
"book": "trend_following",
"datetime": "20210701",
"total_equity": 1031.170641,
"turnover": 1075049.587
},
{
"book": "trend_following",
"datetime": "20210801",
"total_equity": 1036.592415,
"turnover": 1087854.803
},
{
"book": "trend_following",
"datetime": "20210901",
"total_equity": 1042.082939,
"turnover": 1100747.785
},
{
"book": "trend_following",
"datetime": "20211001",
"total_equity": 1047.643755,
"turnover": 1113729.8
},
{
"book": "trend_following",
"datetime": "20211101",
"total_equity": 1053.27643,
"turnover": 1126791.116
},
{
"book": "trend_following",
"datetime": "20211201",
"total_equity": 1058.982553,
"turnover": 1139932.012
},
{
"book": "trend_following",
"datetime": "20220101",
"total_equity": 1064.763733,
"turnover": 1153152.762
},
{
"book": "trend_following",
"datetime": "20220201",
"total_equity": 1070.621598,
"turnover": 1166453.646
},
{
"book": "trend_following",
"datetime": "20220301",
"total_equity": 1076.557795,
"turnover": 1179834.954
},
{
"book": "trend_following",
"datetime": "20220401",
"total_equity": 1082.574993,
"turnover": 1193297.978
},
{
"book": "trend_following",
"datetime": "20220501",
"total_equity": 1088.675884,
"turnover": 1206844.019
},
{
"book": "trend_following",
"datetime": "20220601",
"total_equity": 1094.863188,
"turnover": 1220474.384
},
{
"book": "trend_following",
"datetime": "20220701",
"total_equity": 1101.139651,
"turnover": 1234189.388
},
{
"book": "trend_following",
"datetime": "20220801",
"total_equity": 1107.508041,
"turnover": 1247989.348
},
{
"book": "trend_following",
"datetime": "20220901",
"total_equity": 1113.971155,
"turnover": 1261874.588
},
{
"book": "trend_following",
"datetime": "20221001",
"total_equity": 1120.531814,
"turnover": 1275845.441
},
{
"book": "trend_following",
"datetime": "20221101",
"total_equity": 1127.192862,
"turnover": 1289902.243
},
{
"book": "trend_following",
"datetime": "20221201",
"total_equity": 1133.957176,
"turnover": 1304045.344
},
{
"book": "trend_following",
"datetime": "20230101",
"total_equity": 1140.827658,
"turnover": 1318275.1
},
{
"book": "trend_following",
"datetime": "20230201",
"total_equity": 1147.807235,
"turnover": 1332591.874
},
{
"book": "trend_following",
"datetime": "20230301",
"total_equity": 1154.898858,
"turnover": 1346995.035
},
{
"book": "trend_following",
"datetime": "20230401",
"total_equity": 1162.105498,
"turnover": 1361484.956
},
{
"book": "trend_following",
"datetime": "20230501",
"total_equity": 1169.430148,
"turnover": 1376062.013
},
{
"book": "trend_following",
"datetime": "20230601",
"total_equity": 1176.87582,
"turnover": 1390726.593
},
{
"book": "trend_following",
"datetime": "20230701",
"total_equity": 1184.445548,
"turnover": 1405478.089
},
{
"book": "trend_following",
"datetime": "20230801",
"total_equity": 1192.142395,
"turnover": 1420316.894
},
{
"book": "trend_following",
"datetime": "20230901",
"total_equity": 1200.969447,
"turnover": 1435243.405
},
{
"book": "trend_following",
"datetime": "20231001",
"total_equity": 1210.92982,
"turnover": 1450257.026
},
{
"book": "trend_following",
"datetime": "20231101",
"total_equity": 1222.026646,
"turnover": 1465358.162
},
{
"book": "trend_following",
"datetime": "20231201",
"total_equity": 1234.26309,
"turnover": 1480547.219
},
{
"book": "trend_following",
"datetime": "20240101",
"total_equity": 1247.642339,
"turnover": 1495824.6
},
{
"book": "trend_following",
"datetime": "20240201",
"total_equity": 1262.167606,
"turnover": 1511190.713
},
{
"book": "trend_following",
"datetime": "20240301",
"total_equity": 1277.842127,
"turnover": 1526646.973
}
]
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment