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GitHub Backtesting - SMA, Momentum & Mean reversion applied to GLD

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


The objective of this project is to backtest very well-known algorithmic trading strategies, "SMA", "Momentum" and "Mean reversion" to Gold in order to have an overview of their technology implementation in Python. The data used is from yahoo and it covers prices from January 2015 to May 2022.

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