Qingpeng Niu
Quant
Date Joined
8th May, 2015
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0% Complete
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C# Programming
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2018-04-30 16:46:37
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Public Backtests (3)
View More4529Tradeable Dates
4529Tradeable Dates
4529Tradeable Dates
Community
View MoreQingpeng started the discussion Simulation price is different with price on Google and Yahoo finance
2010-07-23 TLT price is day high 100.97 and day low 99.67 on Google or Yahoo.
Qingpeng started the discussion Do moving averages actually work in identifying stock market trends? Can one ride them profitably?
Answer somebody's question on quora...
Qingpeng started the discussion Where do SMA function implement?
A SimpleMovingAverage is always initialized with fast = SMA(Symbol, 5, Resolution.Daily);
Qingpeng started the discussion stats ranking stock rebalance strategy example?
I want to try a strategy like based on ranking on SP500 with a particular stats like trailing...
4529Tradeable Dates
4529Tradeable Dates
4529Tradeable Dates
Qingpeng started the discussion Simulation price is different with price on Google and Yahoo finance
2010-07-23 TLT price is day high 100.97 and day low 99.67 on Google or Yahoo.
Qingpeng started the discussion Do moving averages actually work in identifying stock market trends? Can one ride them profitably?
Answer somebody's question on quora...
Qingpeng started the discussion Where do SMA function implement?
A SimpleMovingAverage is always initialized with fast = SMA(Symbol, 5, Resolution.Daily);
Qingpeng started the discussion stats ranking stock rebalance strategy example?
I want to try a strategy like based on ranking on SP500 with a particular stats like trailing...
Qingpeng left a comment in the discussion Do moving averages actually work in identifying stock market trends? Can one ride them profitably?
Mohsin, each backtesting needs to define an enter point and exit point. For SPY SMA 50/250 is...
Qingpeng left a comment in the discussion Do moving averages actually work in identifying stock market trends? Can one ride them profitably?
What do u mean by "the line between curve fitting (to pick the 50/250 number)" and...
Qingpeng left a comment in the discussion Do moving averages actually work in identifying stock market trends? Can one ride them profitably?
What about the short period Simple Moving Average like commonly used SMA5 and SMA50? We can see...
Qingpeng left a comment in the discussion Do moving averages actually work in identifying stock market trends? Can one ride them profitably?
Hold SPY only when SMA50>SMA250 from 01/01/1998 to 01/01/2016, Compounding Annual Return 7.257...
Qingpeng left a comment in the discussion Simulation price is different with price on Google and Yahoo finance
Thanks Jared. I find you post some times ago and it is very helpful....
Qingpeng left a comment in the discussion SSO Monthly dollar cost averaging
No 2007-2008. Need to backtest for a long time and at least covers some crisis bear year like 2008.
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Qingpeng left a comment in the discussion Do moving averages actually work in identifying stock market trends? Can one ride them profitably?
Mohsin, each backtesting needs to define an enter point and exit point. For SPY SMA 50/250 is...
8 years ago