Buy The Close, Sell The Open -- Testing Trading Strategies in Python

In this video, we're exploring a commonly quoted trading strategy: buy the close, sell the open. We're looking to answer the question: does it work?
We backtest the strategy from January 2016 through till today and utilize different timeframes. All the code is shown for those that want to follow along.
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Find me on Twitter: / ashjanderson
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Note that this is not an offer to buy or sell securities and the information presented in this video is for entertainment purposes only. Please do your own due diligence before investing.

[@SouthOnSunday]

Any more results on the Monday buy , Friday sell?

[@ashjanderson]

Unfortunately I haven't had a chance to keep diving into this. I'll probably be able to in the coming weeks though.

[@sportsam26]

Any insight into why the leveraged fund came out so different from the regular fund for "buy open sell close"?

[@ashjanderson]

I'm not so sure. I am a newbie in the dabbling with quant strategies realm, but I plan on revisiting this and hope we can find some answers.

[@chrisyking]

So? Where is the future video?

[@ashjanderson]

Coming soon! Been busy on some other projects.