In this post we are going to backtest a simple trend trading strategy. This simple trend trading strategy entails calculating the difference between 42 period SMA and 252 period SMA and then going long/short if the difference is greater than or lower than a certain regime variable SD. USD was on a roller coaster after… Continue reading 42-252 SMA Trend Trading Strategy Python Code
FOMC Meeting This Wednesday Increasing Interest Rate
After a long time, FOMC Meeting scheduled this Wednesday is most likely to increase the interest rates in US. FOMC makes the decision on the FED Fund Rate. This is a the short term interest rate rather an overnight interest rate that banks and financial institutions pay to each other to cover the reserve requirements… Continue reading FOMC Meeting This Wednesday Increasing Interest Rate