In a previous post, we demonstrated the mean-reverting and trending properties of SP500. We subsequently developed a trading system based on the mean-reverting behavior of the index. In this installment, we will develop a trend-following trading strategy.
http://tech.harbourfronts.com/trend-following-trading-system-quantitative-trading-in-python/
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In a previous post, we demonstrated the mean-reverting and trending properties of SP500. We subsequently developed a trading system based on the mean-reverting behavior of the index. In this installment, we will develop a trend-following trading strategy.
http://tech.harbourfronts.com/trend-following-trading-system-quantitative-trading-in-python/
Modern Portfolio Theory - Effect Of Diversification On The Optimal Portfolio
Harbourfront Technologies
2 minutes 38 seconds
4 years ago
Modern Portfolio Theory - Effect Of Diversification On The Optimal Portfolio
We are going to perform some numerical experiments. Specifically, we are going to use the portfolio optimization program developed in the previous post in order to study the effect of diversification.
http://tech.harbourfronts.com/modern-portfolio-theory-effect-of-diversification-on-the-optimal-portfolio-portfolio-management-in-python/
Harbourfront Technologies
In a previous post, we demonstrated the mean-reverting and trending properties of SP500. We subsequently developed a trading system based on the mean-reverting behavior of the index. In this installment, we will develop a trend-following trading strategy.
http://tech.harbourfronts.com/trend-following-trading-system-quantitative-trading-in-python/
