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- Other systems
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- 3kb
- Update:
- 2017-12-18
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- Uploaded by:
- 邵科赢
Description: Turtle trading is a well known trend following strategy that was originally taught by Richard Dennis. The basic strategy is to buy futures on a 20-day high (breakout) and sell on a 20-day low, although the full set of rules is more intricate. I've modeled the meat of the strategy in Quantopian and used it to trade exchange-traded funds (ETFs), in this case just some silver and copper securities.
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| Filename | Size | Date |
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| HaiGui.pla | 18268 | 2016-11-09 |
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