I am also trying to code and backtest strategies from Bensdorp's second book at the moment. I was wondering if you have backtested those strategies yourself and if you have any comments regarding them specially the mean reversion ones. Are there any particular reasons why you would not be...
My strategies rely on buying and selling ETFs at close prices. Lets say I am 100% long SPY but want to switch to QQQ at the end of the day and place orders sell all SPY MOC and buy QQQ MOC. If the buy order is executed first without selling, then I will not have the funds to execute the buy...