How to Build a TRADING STRATEGY with Python? [Momentum - FULL GUIDE] P.II

Опубликовано: 21 Май 2023
на канале: Algovibes

5,809

162

In this video I am building a Trading strategy in Python. The strategy is a Momentum strategy which is checking for the top performers in the S&P500, buys them and holds them for one month.
Main focus of this video is to take the survivorship bias free data, set up the Trading strategy and Backtest it over the last years. In the end we are doing a Benchmark comparison and a comparison with a dataset full of survivorship bias.

I highly appreciate any Likes, comments and subs! Thank you.

Get the Notebook/Source code by becoming a Tier-3 Channel member:
   / @algovibes

PART I:
   • How to Build a TRADING STRATEGY with ...

Video on return calculation:
   • How To Calculate Stock Returns [Excel...

Check out Momentum on the NASDAQ:
   • MOMENTUM Trading Strategy on the NASD...

Further reading & academic reference:
http://mba.tuck.dartmouth.edu/pages/f...

and

https://www.jstor.org/stable/2328882?...

Disclaimer:
This video is not an investment advice and is for educational and entertainment purposes only!

#python #trading #momentum