Simple question here. I'm looking to backtest intra-day trading strategies, and so far, the only strategies I found that are able to be backtested objectively as opposed to "watch the charts" handwaving are strategies that function on daily-frequency data.
Since I'm looking to learn about the intra-day trading environment, I wonder if anyone knows of a source for decent intra-day trading strategies that one can write a backtest for.
Thanks a lot.
Hello Illya,
This is the most extensive list on Quantopian (as far as I know):
https://www.quantopian.com/posts/trading-strategy-ideas-thread
I do not know how many (if any) of the strategies in the list would be categorized as intra-day.
Grant
Hi Ilya,
Here is also a link of the most popular strategies on Quantopian. I'm not sure how many are intra-day, but I thought it might be of interest to you.
http://blog.quantopian.com/5-basic-quant-strategies-implemented-by-the-quantopian-community/
Cheers,
Alisa
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