Mature Python libraries such as matplotlib, pandas and scikit-learn also reduce the necessity to write boilerplate code or come up with our own implementations of well known algorithms. The Forecastin...
In this article we will make use of the machinery we introduced to carry out research on an actual strategy, namely the Moving Average Crossover on AAPL. Moving Average Crossover Strategy The Moving A...
When carrying out an algorithmic trading strategy it is tempting to consider the annualised return as the most useful performance metric. However, there are many flaws with using this measure in isola...
Brief Overview of Futures Contracts Futures are a form of contract drawn up between two parties for the purchase or sale of a quantity of an underlying asset at a specified date in the future. This da...
Backtesting is the research process of applying a trading strategy idea to historical data in order to ascertain past performance. In particular, a backtester makes no guarantee about the future perfo...