This is the second blog post on my journey to learn Machine Learning. My first blog post talked about setting up the infrastructure. Now that the infrastructure is up and running, I’m able to get to the business of writing Python code.
Whenever you start to learn ANY programming language the first lesson is usually titled “Hello, World!“. It’s something of a tradition to teach the person the basics of the programming language to output something to the screen which is usually – “Hello, World!”
For quant/algo traders the equivalent of “Hello, World!” is calculating a simple daily moving average (DMA) and building some logic to buy or sell a security based on the DMA parameter.
Below is my “Hello, World!” Will this strategy make you money? Absolutely not. Will it help you build other strategies? Absolutely.