Engineering Alpha

Engineering Alpha

The Donchian Channel & Moving Average Trading Strategy.

Creating & Back-testing the Donchian Channel & Moving Average Trading Strategy in Python.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Sep 16, 2021
∙ Paid

A lot of trading strategies can be found online where authors almost hint (or even guarantee) that you will make a lot of money if you follow it. This article takes one of those strategies and tries to apply a simple back-test to test its predictability.

I have just published a new book after the success of my previous one “New Technical Indicators in Py…

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