Optimisation of Moving Average Crossover Trading Strategy In Python | Trading Strategy Backtest

Staying on the same topic of optimisation that we visited in the last post concerning portfolio holdings and efficient frontiers/portfolio theory, I thought I would quickly revisit the moving average crossover strategy we built a few posts ago; the previous article can be found here. Optimisation of Moving Average Crossover Trading Strategy In Python In…Continue Reading “Optimisation of Moving Average Crossover Trading Strategy In Python”

Optimisation of Moving Average Crossover Trading Strategy In Python | Trading Strategy Backtest

In this post I’ll be looking at investment portfolio optimisation with python, the fundamental concept of diversification and the creation of an efficient frontier that can be used by investors to choose specific mixes of assets based on investment goals; that is, the trade off between their desired level of portfolio return vs their desired…Continue Reading “Investment Portfolio Optimisation with Python”