We are going to code up a simple moving average trend strategy based on the excellent book by Andreas Clenow, “Following the Trend” . Clenow does not provide any code directly, but he is clear enough and the strategy simple enough that it can be coded up in Python pretty quickly.
This was my third PhD project, and it took far less time than my first project, as I had already learned much of the coding and theory, so it was a matter of reading papers on the subject, while trying to find something no one else had done before.
This was my second PhD project, and it took far less time than my first project, as I had already learned much of the coding and theory, so it was a matter of reading papers on the subject, while trying to find something no one else had done before.
This was my first project when I started my PhD in March 2013. I took me close to a year to complete and put it into a paper.