Quant Quickstart III: Mean Reversion Strategy

New to the Quant Quickstart series? Read part one and part two.

If you’ve made it this far, congratulations! You’ve successfully imported the Dow 30 from Intrinio and graphed the relative strength index for multiple stocks.

In this post, we’re going to create a simple mean reversion strategy that you’ll be able to build on to develop your own profitable trading strategies. We’ll continue using the Intrinio sandbox so everyone can follow along for free. We’ll change our momentum and mean reversion periods to account for this.

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A Quant Quickstart with Intrinio & Backtrader

The goal of this article is to enable traders to start backtesting their strategies as quickly as possible. We’ll dive deep into how to download data using the Intrinio API and then demonstrate an easy-to-follow backtest where we’ll trade Apple using a crossover strategy with Backtrader.

Hello, my name is Leo Smigel, and I use data science to determine what works in investing and trading. You can read more about me and my journey at Analyzing Alpha. My goal is to be the resource I wish I had when learning how to make money in the markets. 

I remember the daunting feeling of venturing into the world of algorithmic trading and backtesting. So don’t worry, I’m going to provide step-by-step guidance so you can follow along. 

With introductions out of the way, let’s dig into the what and then the how.

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