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| aiohappyeyeballs==2.4.6 | |
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nguyenhieuec
/ Perry Kaufmann Market Efficiency Algo.py
Created
June 9, 2025 07:18
— forked from 18182324/Perry Kaufmann Market Efficiency Algo.py
SPY Trading Algo - Kaufmann Market Efficiency
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| #Here's a full example of Perry Kaufman's market efficiency strategy implemented in Python, including backtesting capabilities | |
| #using historical data. Remember that this is a simplified example for educational purposes, and it does not include considerations | |
| #such as transaction costs or slippage. | |
| pip install pandas numpy yfinance matplotlib | |
| import pandas as pd | |
| import numpy as np | |
| import yfinance as yf | |
| import matplotlib.pyplot as plt |
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