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Paper: Can Day Trading Be Profitable?
Автор: Part Time Larry
Загружено: 2025-07-13
Просмотров: 49954
Описание:
In this paper, we take a look at the paper "Can Day Trading Be Profitable?", which looks at the performance of the Opening Range Breakout strategy during the period 2016-2023.
Paper Discussed: https://papers.ssrn.com/sol3/papers.c...
Email List Article: https://hackingthemarkets.com/backtes...
0:00 Paper overview
2:40 Begin reading through the paper
4:44 Strategy description and rules
8:09 Strategy results from paper
10:07 Python Notebook, Data fetching Code, Logging Trades
15:15 Running the backtest, parameters, results
17:12 Reasons to be skeptical
21:08 Next up: coding this from scratch with Backtesting.py
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