What is the easiest way to construct (identify) time series technical trading patterns on Quantopian? such as "head and shoulder","cup and handle", "higher high", etc. Are there any existing Python libraries? Thanks.
You may want to look at this post. Excellent. https://www.quantopian.com/posts/an-empirical-algorithmic-evaluation-of-technical-analysis
Use the research environment to experiment with different 'signals'. Categorize the results by different features. Look at 'alphalens' to determine the effectiveness across different categories. https://www.quantopian.com/posts/alphalens-a-new-tool-for-analyzing-alpha-factors . The notebook compares efficacy of a factor vs stock sector. However it is very informative to change the grouping and look across other categories such as different market caps (small, mid, large) or across different betas (high, low, inverse, correlation to SPY), or across different recent returns (high momentum or low momentum).
That may help?
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