Step-by-Step Guide: Time Series Momentum Trading with Python

Опубликовано: 16 Февраль 2025
на канале: Algovibes

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In this video I am going over a simple time series momentum trading strategy and code that in Python. Time Series Momentum is taking the past return of an asset and is buying the asset when the past return is positive and short sells the asset when the past return is negative.

Potential follow up topics:
cover the short side
factorize to optimize parameters
Backtesting and train-test-split
Exit the strategy with a target profit / Stop Loss

So push this topic pls by liking, commenting, sharing :-) Thank you very much

Check out my website here:
https://www.pythonforfinance.info

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If you are interested in cross-sectional momentum or other trading strategies be sure to check out my other videos!

Disclaimer:
This video is not an investment advice and is for educational and entertainment purposes only!

#pythonprogramming #trading #momentum