Pdf collection long - short
bbands Build a simple Bollinger Bands strategy using one indicator, three signals, and three trade rules
faber demonstrate a simple long term trend model using a 10-month SMA on a small portfolio of ETFs based on Mebane Faber paper
faberMC apply the Faber 10-month SMA strategy to a three-currency index portfolio
macd example of Moving Average Convergence/Divergence (MACD) used as a trend indicator
maCross classic 'Golden Cross' 50/200 period moving average cross strategy, long only, with long/short extra rules commented out
pair_trade simple two-instrument long-short equity strategy demonstrating custom indicator and extended order sizing functionality
rsi Relative Strength Index (RSI) strategy demonstrating long-only threshold actions
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