Posts

Showing posts from July, 2014

Trend trading 1500 tickers

In my previous post, I showed a Python script that gets all the ticker symbols from Yahoo and Google that Plus500.com has references to. The reason for me to get lists of those tickers is that Plus500 provides a wide range of CFDs that follow these ticker symbols. The plus500 platform is pretty basic, to say the least, so I do not want to use it for analysis, but just for execution. Using their platform is, however, an easy way to trade of-of signals that are generated by algorithms that take daily price data from about 1500 symbols provided by Yahoo an Google finance. My idea was to backtest some trend- / swing trading strategies on all the different sets of price data from all the different symbols. Then rank them based on Sharpe ratio and win ratio and then only trade the highest ranking ones.