Aaron Fifield

Aaron Fifield

Blog of Aaron Fifield.


AuthorAaron Fifield
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Backtest: Trend Following Strategy

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This post details a portfolio-level backtest of the example trend following strategy discussed on Chat With Traders EP 178. The backtest was written in Python, using Jupyter Notebooks and historical data from Norgate. Important: This strategy was given purely…

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I know, I've been kinda distant lately

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This is the longest I've gone without posting a new episode (3-weeks!) It does feel a bit strange. But there have been plenty of changes over the past few months, let me fill you in on what's been happening and what's coming up... As you may know, I began the…

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Learning Python

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As a trader, learning to program in a language such as Python you'll have the ability to... Collect stats on market behaviour, perform research in a robust data-driven way, visualise large amounts of data, backtest and analyse trading ideas, implement algorith…