It is easy to retrieve historical inter- as well as intraday price data via the Eikon Data API, with Plotly and Cufflinks making visualization of the data simple. We show how easy it is to implement a simple momentum-based intraday algorithmic trading strategy and use vectorized backtesting to analyse the effectiveness of the strategy.
Retrieving historical EOD data and intraday price data using the Eikon Data API, and working with this data using Pandas, Plotly and Cufflinks packages
Deriving typical trading statistics, using built-in pandas functionality
Formulating momentum-based (in this case, Simple Moving Average) trading strategies
Vectorized backtesting of these strategies
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