## Find Popular Stories Relevant to Momentum Trading Code, Trading strategy and Backtest in Python [Momentum of ALL S&P 500 stocks].

Video is for educational and entertainment purposes only. This is not an investment advice!

Prior video on Momentum on the Dow Jones:

In this video I am building a trading strategy in Python from scratch. The strategy used is the Momentum strategy. You should have at least basic knowledge of Pandas and maybe have gone through some videos on my Python for Finance playlist to better follow along.
The momentum strategy is based on the findings of Jegadeesh/Titman and the conventional momentum strategy taking the past 12 month skipping the most recent month is just an application of Ken Frenchs approach.

Wikipedia reference:
https://en.wikipedia.org/wiki/List_of_S&P_500_companies

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_mom_factor.html

https://www.jstor.org/stable/2328882?seq=1

Momentum is a hot topic in academics as there is empirical evidence that this strategy is working but there is a discussion about WHY this strategy is working.

The most recent month is skipped due to the 1-month reversal effect.

If you have any questions please don’t hesitate to drop me a comment.

Want more trading strategies? Please let me know but liking this video and subscribing to the channel.

0:00 – 01:42 Introduction
01:42 – 03:45 Getting stock tickers from the S&P 500
03:45 – 04:27 Requesting the data
05:17 – 06:39 Necessary data manipulations
06:39 – 07:47 Calculating monthly returns
07:57 – 09:06 Calculating past 11 months returns
09:06 – 16:22 Step by step calculation of a 1-month Momentumprofit
16:22 – 19:22 Wrapping all code into a function to prepare for Backtest
19:22 – 21:42 Backtesting the strategy
21:42 – 27:24 Benchmarking and final thoughts

Momentum Trading Code, Trading strategy and Backtest in Python [Momentum of ALL S&P 500 stocks].

### Momentum trading techniques: a beginner’s guide

Momentum trading is a strategy that utilizes the strength of cost motions as a basis for employment opportunity. Discover what Momentum trading is, exactly how it works as well as four preferred momentum-based indications you can make use of to start.