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Algorithmic Trading In Python

Build and backtest the strategy described below. Write a short description of what you did and explain any interesting results. There are two deliverables, both uploaded files. Upload your code, either as a .py file (what I use) or as a .ipynb (Jupyter Notebook). Upload your short description as a separate file (pdf, doc, etc.).

If you use Jupyter Notebook, you may combine the deliverables into one file. Put the explanations at top and the code at the bottom. Make it look good and easy to read. This is the biggest advantage of Jupyter Notebooks over other IDE’s.

Your short description should include:

  1. What assets? What dates, etc.
  2. Description of strategy
  3. Select a graph from the output to include and explain it. What is the main message, etc.

Sample Solution

Cervantes' Don Quixote and St. Augustine's Confessions Cervantes 'admission Christianity and Cervantes' St. Augustine discloses to us that so as to genuinely serve God, we should relinquish the joy of the world that is viewed as egotistical. Through writing, numerous writers are discussing this point in an immediate manner. This is the situation of admission of Cervantes and Saint Augustine Cervantes. In each piece of the selection, the storyteller surrenders this unethical delight to follow the ethical way to God and clarifies how getting a charge out of the difference in mainstream conduct and narrow minded conduct . See another book dependent on the soul of Cavaliers - Don Quixote. Wear Quixote was distributed by Miguel de Cervantes in 1605. This story records the longing to be a knight - Don Quixote - and his craving for the quest for the knight. His concern is that he has no acclaimed work to begin with. Not at all like the legends he read, he doesn't have a ch√Ęteau to expand or a princess to spare. Troy Helen can not save. I can not attack Troy's town. So this book wound up turning into an anecdote about this stupid - wear Quixote - and his deceptive conduct At a specific level, the primary volume of Don Quixote is a helpless impersonation of the sentimental story of the Cervantes time. Wear Quixote rides simply like some other knight, searches for similar standards and objectives, and partakes in a comparable fight. Regardless of how strange his experience in these battles, he will cite the goals of the Cavaliers. However, at another level, the experiences of Don Quixote and Sancho Panza in the initial segment of the novel record for the privileged standards that can fill in as a Spanish model, befuddled by war and its own specialized and social achievement. Cervantes applies this worth code to these obsolete qualities. January 16 - The initial segment of the sarcastic knight's subject of Miguel de Cervantes, Don Quixote (Creative Hidalgo Don Quijote of La Mancha), was distributed in Madrid. One of the soonest and most significant books in Western writing custom has become an overall smash hit. November 5 - Gunpowder plot: Plans to explode the British Parliament were split and after get, Sir Thomas Knivi of harmony and equity found a Catholic painter Guy Forks in the cellar under the Parliament House and requested It was. It would be ideal if you search the region. We discovered 36 barrels of explosive, Fox was captured on the grounds that he attempted to kill England 's King James I and individuals who settled in parliament the following day.

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