Suraj Tirupati
Oct 26, 2021

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I'd say its worth showing the performance of the strategy in just the last 5-8 years alone. The strategy appears to perform worse as time goes on and most of its returns (leading to the higher red curve of the strategy) appear to happen in its earlier stages. Regardless, very good article and nice code.

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Suraj Tirupati
Suraj Tirupati

Written by Suraj Tirupati

I'm many random things - Python developer, rapper, buy-side quant, Neuroscience enthusiast, and old school hip hop head. My focus at the moment is BCI Tech.

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