Stateful-Long-Short-strategy

Long-Short strategy with tehnical indicators and take profit, stop loss and days counter exits

How to Run the Strategy

In an Online Environment

The strategy can be executed in an online environment using Jupiter or JupiterLab on the Quantiacs personal dashboard. To do this, clone the template in your personal account.

In a Local Environment

To run the strategy locally, you need to install the Quantiacs Toolbox.

Strategy Overview

Key Features:

-Universe: NASDAQ-100 stocks

-Trading Logic: Positions are created by calculated signals, with exits for take profit, stop loss, and day counting positions

-Indicators Used: Exponential Moving Average (EMA), True Range (TR), Average True Range (ATR), etc.

-State Management: Utilizes the Quantiacs state management system to maintain and update strategy state across different days.

Strategy Overview

This strategy uses a stateful approach to manage long and short positions with exits. It operates on NASDAQ-100 stocks and uses tehnical indicators to create trading signals.

Strategy Components:

1. Data Loading and Preparation: Load stock data using qndata.stocks.load_ndx_data.
2. Strategy Function: Define the strategy function which computes the weights based on entry and exit signals.
3. State Management: Use state to manage positions and exits dynamically. Due to the state requirement, this strategy and the exits only work with the multipass backtester
4. Backtesting: Use the multipass backtester to evaluate the strategy .