Presenter: Dr. Yves Hilpisch of The Python Quants                     

Length: 18 mins
It is easy to retrieve historical inter- as well as intraday price data via the Eikon Data API, with Plotly and Cufflinks making visualization of the data simple.  We show how easy it is to implement a simple momentum-based intraday algorithmic trading strategy and use vectorized backtesting to analyse the effectiveness of the strategy.

• Retrieving historical EOD data and intraday price data using the Eikon Data API, and working with this data using Pandas, Plotly and Cufflinks packages
• Deriving typical trading statistics, using built-in pandas functionality
• Formulating momentum-based (in this case, Simple Moving Average) trading strategies
• Vectorized backtesting of these strategies                                                                                                                                                                                                                              Next Tutorial>>>