Engineering Alpha

Engineering Alpha

A Guide to a Moving Average Distance Strategy

Creating & Evaluating a Distance Strategy Step-by-Step in Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Dec 21, 2022
∙ Paid

Moving average are one of the simplest trading indicators and even though they have their weaknesses, they have stood the test of time with regards to usage. This article presents a simple contrarian distance strategy from A to Z in Python.

I have released a new book after the success of my previous one “Trend Following Strategies in Python”. It features…

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