Algorithmic Trading A-z With Python- Machine Le... [updated] Site

An Investopedia article covering common strategies like trend-following and arbitrage.

data['Future_Return'] = data['Returns'].shift(-1)

# Realistic return after 0.1% cost per trade data['Strategy_Returns'] = data['Position'].shift(1) * data['returns'] - (abs(data['Position']) * 0.001)