Opensource trend-following systematic trading algorithms based on top trend following traders (Richard Dennis, Olivier Seban and Nick Radge).
Updated January 13, 2024 (yearly update)
The article describes markets in long-term up-trend with strong momentum, that markets are suitable for long-only trend strategies as Turtle, SuperTrend, BollingerBand.
An example of such a markets are the technological stock index Nasdaq 100 or the cryptocurrency Bitcoin. Suitable markets are searched through more than 5000 global markets (stocks, etfs and cryptocurrencies).
A benchmark is a standard that is used to measure the change in an asset’s value or another metric over time. In investing, benchmarks are used as a reference point for the performance of securities, mutual funds, exchange-traded funds, portfolios, or other financial instruments.
Selected the top 20 markets according to market cap from the indexes, which have a profit factor of the turtle swing strategy > 2 for the last 10 years.