Analysis of Moving Average Crossover Strategy Backtest Returns Using Pandas | Basic Data Analysis

In this post I thought I’d take advantage of the results we got from the moving average crossover strategy backtest in the last post (can be found here), and spend a bit of time digging a little more deeply into the equity curve and producing a bit of analysis concerning some key performance indicators and…Continue Reading “Analysis of Moving Average Crossover Strategy Backtest Returns Using Pandas”

Analysis of Moving Average Crossover Strategy Backtest Returns Using Pandas | Basic Data Analysis

Hi all, for this post I will be building a simple moving average crossover trading strategy backtest in Python, using the S&P500 as the market to test on. A simple moving average cross over strategy is possibly one of, if not the, simplest example of a rules based trading strategy using technical indicators so I…Continue Reading “Moving Average Crossover Trading Strategy Backtest in Python”