Time-series-momentum

Time-series momentum strategy. You can use the data_analysis.py file to find out the best trigger and window for a given asset and/or the plot_strategy.py file to plot and compare the strategy with a given asset.

Disclaimer:

Before using any strategy, do your own research. Losses are part of trading.

This project does not constitute any offer, recommendation or solicitation to any person to enter into any transaction or adopt any hedging, trading or investment strategy, nor does it constitute any prediction of likely future movement in rates or prices or any representation that any such future movements will not exceed those shown in any illustration.

This project is not an investment advice. I accept no liability and will not be liable for any loss or damage arising directly or indirectly (including special, incidental or consequential loss or damage) from your use of this project, howsoever arising, and including any loss, damage or expense arising from, but not limited to, any defect, error, imperfection, fault, mistake or inaccuracy with this project.