This is the hub page for my ongoing project to apply statistical rigor to “Technical Analysis.”
I have my own priors about the efficacy of TA, but I’ve done my best to set aside objectively analyze the proposed strategies. Analysis is spread across several illustrative iPython notebooks.
- 1.0 Download Data
- 2.0 Helper Columns
- 3.0 Testing Strategies
- 3.1 Linear Effects
- 3.2 Moving Average Crossovers
- 3.3 Moving Average + RSI
- 3.4 Moving Average + EoM
Stay tuned for more tested strategies, the construction of various meta-models and my qualitative interpretation of the results.