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