THANK YOU FEDERICO! In this video I am building a strategy suggested by a subscriber. The strategy tested on Nasdaq stocks is a multi look back window Momentum Trading strategy which is forming an equal weighted portfolio based on the 12 month/6 months and 3 months top performer returns. Interesting results in the first place!
Get the Notebook/Source code by becoming a Tier-3 Channel member:
/ @algovibes
Interested in exploring this strategy, getting fully rid of survivorship bias or apply that on other assets? Like, share, subscribe. Helps me a lot. Thank you :-)
This video is recommended to check out beforehand:
• Momentum Trading Strat...
Survivorship bias is also covered in that video!
Return calculation clearly explained here:
• How To Calculate Stock...
Python for Finance playlist (Momentum and other Trading strategies recommended ):
• Python for Finance
Interested in automated trading? Check out the Cryptobot playlist here:
• Cryptocurrency Bots / ...
wiki link:
en.wikipedia.org/wiki/Nasdaq-100
Disclaimer: This video is not an investment advice and is for informational and educational purposes only.
00:00 - 01:42 Background / Strategy
01:42 - 03:31 Stock tickers & Prices
03:31 - 05:15 Excluding some stocks (listen to what I mention)
05:15 - 07:05 Monthly return
07:05 - 08:24 Recap on returns
08:24 - 11:40 12/6/3 month returns
11:40 - 15:47 Top performers
15:47 - 19:42 Portfolio performance (1m holding)
19:42 - 23:34 Backtest
23:34 - 25:34 Benchmark comparison / final remarks
#python #trading #strategy
Негізгі бет MOMENTUM Trading Strategy on the NASDAQ with Python using multiple lookbacks [MUST WATCH]
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