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>>>