Quantopian Multiple Strategy algorithm


I implemented a Multi-Strategy algo in python that can be backtested in Quantopian.



Quantopian is an online tool/community where you can code your own algorithm (or copy someone else's) and backtest against historical 1-minute data. Yes, that is 1-min intraday data of all major U.S. stocks, for free.

This is what the backtest looks like using Daily bars (not 1-minute bars): Keep in mind, the two strategies employed are very simple to implement.

The default chart in Quantopedian shows the 1-minute backtest equity (i.e., calculates the 200 minute, not 200 day Moving Average) hence the different results.
p.s. I am taking a break from learning C# classes and tried learning python. Definitely more fun...




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