Help: Golden Cross Statistical Analysis on AAPL

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Help: Golden Cross Statistical Analysis on AAPL

Amir Faiq Harith

posted Oct 2, 2020

Seeking Help Machine Learning Statistics Pipeline numpy/pandas

Hi all,

I am quite new to Quantopian, Quant, and Statistics, still and this is my second post here. I am trying to conduct a statistical test, to see whether or not there is a significant correlation between golden/death cross and the direction of price after the cross. I have attached a notebook showing how far I have gotten until now, but am stuck trying to conduct the actual test, as I am unsure about what the dependent variable should be.

My current idea is to check whether the price 10 days after the initial golden/death cross is higher or lower respectively, after the day of the initial cross, and if for example - after the golden cross happens, and price after 10 days is higher than day of cross, then I shall return true.

Does anybody know if there is anything wrong with my logic and how i might go around to code this? (I am pretty sure the logic I have is flawed though) .

I would love to discuss this with anybody who is interested with what I am trying to do :) feedback to my code is appreciated as well! Do note that I am experimenting still, and I know that my data set is too small for any conclusive results.

Thank you!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.