Quant

When I was started learning about quantitative trading, I was looking for the simplest algorithm with a good enough strategy that guarantees good retu

A mean-reverting strategy is one that attempts to exploit the fact that a long-term mean on a "price series" (such as the spread between two correlate

This is basically implementing a "Golden-cross & Death-Cross" Strategy where we buy when SMA50 is greater than SMA200 and vice versa.Again, "Golden-cr

A real-time market index that represents the market's expectation of 30-day forward-looking volatility.Tracks volatility of the S&P 500 using weighted

What is RSI? Long story short, RSI is a trend indicator, which tells us if the market is bullish or bearish. Based on the general assumption, RSI with