Cross-Sectional backtests in python
We build a simple backtesting script to test cross-sectional trading strategies in pure python. No libraries required!
⭐ Code:
https://github.com/ChadThackray/cross...
⏰ Timestamps:
00:00 - Intro
01:30 - Calculating Indicators
06:00 - Backtest Loop
22:30 - Equity Curve
22:53 - Increasing backtest realism
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