Analyzing Alpha

Sector momentum is a sector rotation strategy aimed at boosting performance by ranking sectors according to their momentum and buying the top performers and selling the laggards.

Stanley Drukenmiller achieved over 30% returns for three decades without a single down year. He often stated, “The best economist I know is the inside of the stock market. I’m not that smart,

I thought it would be interesting to create a visualization showing the top 10 cryptocurrencies over time. The market is incredibly volatile, with new technology disruption occurring almost daily. You can see this

Stocks have outperformed t-bills, t-bonds, and gold over the 5, 10, 30, 40, and 50 year periods ending 2018. Stocks only underperformed gold in the prior 20-year period due to the great recession.

Only one in five day traders is profitable. Algorithmic trading improves these odds through better strategy design, testing, and execution.

Look-ahead bias occurs by using information that is not available or known in the analysis period for a study or simulation, leading to inaccurate results.

A time series is a sequence of moments-in-time observations. The sequence of data is either uniformly spaced at a specific frequency such as hourly, or sporadically spaced in the case of a phone

Rapid increases in technology availability have put systematic and algorithmic trading in reach for the retail trader. Below you’ll find a curated list of trading platforms, data providers, broker-dealers, return analyzers, and other

Pandas was developed at hedge fund AQR by Wes McKinney to enable quick analysis of financial data. Pandas is an extension of NumPy that supports vectorized operations enabling fast manipulation of financial information.

Backtrader is an open-source python framework for trading and backtesting. Backtrader allows you to focus on writing reusable trading strategies, indicators, and analyzers instead of having to spend time building infrastructure.

We’re going to be populating our equity backtesting database with stock market data from Intrinio. Intrinio provides access to its data through both CSV bulk downloads and APIs. In this article, I’m going

There’s a lot of misinformation on the types of traders and trading styles. I’m here to clear the confusion. A trading type depends on the trader’s activity discretion, concentration, data used, position quantity,

When researching what works in the markets, you’ll want to store your data in a database. There are many reasons why, but the two primary purposes are data persistence as flexibility. As your

Survivorship bias is the risk of analyzing investment performance using only “surviving” constituents of a selected investment universe instead of incorporating all current and historical constituents over the performance period.

You can pay to get the S&P 500 historical constituents, or you can use various free sources. Getting an accurate list of the S&P500 components over time is critical when developing an equity