Engineering Alpha

Engineering Alpha

Creating a Moving Average Cross Trading Strategy in Python.

Coding a Moving Average Strategy From Scratch in Python.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jan 08, 2022
∙ Paid

The most basic trend-following strategy is the cross between different-period moving averages as it can signal a potential change in the overall trend. Intuitively, it is a good strategy but we always need to back our intuitions with numbers. 

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