Recent content by TauLepton

Thank you for the heads up. At the minute I'm trying to identify the shortest window that is viable to use. It seems to be a compromise between being responsive to short term trends, not being sensitive to market noise and minimising transaction fees. Anything else I should be taking into...

Yes I am aware of this fact. Trend following should still be able to capitalise on downward trends. I was considering incorporating some trading rule variants with smaller windows which will be more responsive to the quick reversals observed in cryptocurrencies. I suspect that this would make...

I see, well here is the professional career history of one of the authors: Professional milestones 2012 - 2014: Man Investments 2012 - 2012: Credit Suisse Group, Senior Vice President, Member of Senior Management 2009 - 2012: Goldman Sachs 2007 - 2009: Merill Lynch 2002: The Boston Consulting...

Whoops, my knowledge of TA is extremely limited or probably more accurately none existent!!

So I have heard! I am aiming for an autonomous systematic implementation as opposed to chart reading but none the less will be using similar rules such as EWMA and breakout.

If you take a look at one of the authors, Joerg Osterrieder, profile you will see that he has a very well decorated history both professionally and academically. https://www.zhaw.ch/en/about-us/person/oste/ Irrespective of the authors credibility, the time series doesn't lie. There has been...

Some of the larger exchanges have more than sufficient liquidity to handle the capacity at which I would be looking to trade. The larger exchanges also have tighter spreads. Correct me if I'm wrong but I believe volatility normalised spreads is what is primarily important for trend following...

Sorry I don't understand what you mean, care to elaborate?

I've recently been interested in the prospect of applying a trend following system to cryptocurrencies. We have consistently seen incredibly large increases in the values of cyrpto's over the past few years which leads me to belive they are the perfect candidate for a trend following system...

Take a look at the open source project ccxt: https://github.com/ccxt/ccxt/tree/master/python It allows for data acquisition and placing orders on 92 crypto exchanges using a single interface.

I can take a look into this when I have some spare time but could you please help me in understanding exactly what you require. Am I correct in thinking you want the script to fetch the most recent data available for a number of defined tickers and then compile it in a csv in the format below...

I've just produced a python script that can handle multi ticker yahoo data acquisition and thought I'd share incase this can help anyone. **The script requires the following packages which can be attained through pip: pandas / pandas_datareader / fix_yahoo_finance ** The script saves each...

There is a fix for pandas data reader that scrapes the data from yahoo finance for you and stores it in a data frame. I've used it to acquire some data and it seems to work fine. Please find the link below. https://pypi.python.org/pypi/fix-yahoo-finance

Thank you for the suggestion, I'll get in touch with him. Thats a very kind offer and I welcome the opportunity. I live in greater London so am also a commutable distance from central London. I'll private message you so we can make arrangements.