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GitHub Project - Long only and Long & Short strategies applied to tech stocks


Nota : Please click on the Github image above in order to be redirected to the project.


Overview In this case study, the focus was on the implementation of event-based backtesting of long-only and long-short strategies (implementations for strategies based on SMA, momentum and mean reversion) where loops and iterations were heavily used in order to be able to handle every single new event, such as new data. We backtested those strategies on tech stocks, MSFT & AAPL, with and without taking into account the transaction costs, and performance results weren't great in both case, even piling up net losses. This shows that it's too risky to jump to conclusions too early without backtesting thoroughly all strategies.



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