SMA
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SMA crossover and session VWAP confirmation
This systematic trend-following strategy captures continuation moves following short-term momentum shifts, as confirmed by institutional positioning, via alignment with session VWAP. The hypothesis is that momentum crossovers aligned with VWAP positioning exhibit higher continuation probability and lower whipsaw risk than…
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TA-Lib
In quantitative finance, having the right tools is crucial to success. The TA-Lib (Technical Analysis Library) is a powerful resource that every quant developer and quantitative analyst should be familiar with. TA-Lib allows users to seamlessly integrate advanced financial analytics into their workflow by providing a…