How to Build a TRADING STRATEGY with Python? [Momentum - FULL GUIDE] P.I

In this video I am building a Trading strategy in Python. The strategy is a Momentum strategy which is checking for the top performers in the S&P500, buys them and holds them for one month.
Main focus of this video is to get and prepare the data to get rid of the survivorship bias.
Like, comment and subscribe for the next Part! Looking forward to it!
Get the Notebook/Source code by becoming a Tier-3 Channel member:
/ @algovibes
Check out Momentum on the NASDAQ:
• MOMENTUM Trading Strat...
Further reading & academic reference:
mba.tuck.dartmouth.edu/pages/f...
and
www.jstor.org/stable/2328882?...
Disclaimer:
This video is not an investment advice and is for educational and entertainment purposes only!
#python #trading #momentum

[@jt-oz]

I'm just here for the accent.

[@Algovibes]

Man of culture. Pinned 📌

[@rixotend]

Right now I dont have a pc, through your tutorials I am able to write python on my phone using termux. I really appreciate these and I am highly inspired to push more and more

[@Algovibes]

Awesome man. I am crossing my fingers for you! Be invited to check out my other stuff and let me know what you think

[@anilmm2005]

Highly excited for next part. Thanks for the data prep video

[@Algovibes]

Thanks a bunch for watching Anil!

[@user-mz4xf1mc2h]

Firstly, this is my first ever comment on yt! You have driven me beyond just consumption. :) I've been following your amazing work since the beginning of COVID. The clarity of instruction and purpose of each function is outstanding. Thank you for your contribution!

[@Algovibes]

I feel honored! I hope I am getting more of those from you 😁Appreciate you man

[@check.markets5137]

Algovibes, that's what I call a great job! Thank you so much for educating us on how to do this with straight-forward code!

[@Algovibes]

Very welcome. Thanks for leaving a comment mate!

[@melladojunior]

Thanks for the video, very helpful. But one thing that I do not understand, by creating the list of stocks as a combinations of those that were added after the start and those deleted after the start. are you not missing those that were already there and never got removed, e.g. Apple is not in for final stock list. Can you explain? by the way, did you ever recorded the follow up video? if so, what is the link. Many many thanks

[@JohnSparks-oe8im]

Thanks for your very clear videos about python and trading. But...
I replicated your code but the function to remove the prices before the add date and after the remove date doesn't work. For instance, the ticker CZR is there from the beginning of 2015-01-02 and SBNY has prices all the way to 2023-05-19.
Any way to reconcile this? Thanks.

[@Igor-vm1yp]

Hello, thank you so much for another amazing video! maybe in another opportunity you can develop a strategy that works on both sides (buying side and selling side). Congratulations on the content!

[@Algovibes]

Welcome Igor. Thanks a lot for your comment! Good suggestion. Let's see how the next one is performing - happy to cover that.

[@bryan-9742]

Given your short term reversal maybe we blend and make a risk monitor with the short term reversal to alert buy signal and the momentum!

[@Algovibes]

Cool Idea. Thanks!

[@Elvis00026]

I use the SP500 survivorship bias index. The equal weighted performance of all stocks in the sp right now, and use it as a benchmark. I couldn't get the data of stocks removed right now.

[@Algovibes]

Sounds interesting. You got a reference? Cheers!

[@Elvis00026]

I invented the index, it's useful to see if an algorithm generates alpha or not.

[@Hand2HandCombat]

Can you do some vids on how you would build a trading vwap bot with interactive brokers and python 🙂

[@Algovibes]

Thanks a lot for the suggestion mate!

[@Hand2HandCombat]

@@Algovibes Be Helpful :) IB Python Coding

[@sridharsathya8719]

If only you would apply this logic to "MOMENTUM Trading Strategy on the NASDAQ with Python using multiple lookbacks". That would be an interesting back test.

[@Algovibes]

Interesting suggestion! Let's see how the next one is performing - very open to do that!

[@user-ok9dx1tt7n]

What is a “lookback”?

[@rahmanmeparambil1134]

❤

[@Algovibes]

❤️ appreciate your positive attitude!

[@ko-prometheus]

🔄🔃🔛↙⬇⬆⤴⤵↪↩
What if you create a technology for scalping style trading?