Added TAA monthly momentum strategy to the examples.

mhallsmoore / qstrader

QuantStart.com - QSTrader backtesting simulation engine.

https://www.quantstart.com/qstrader/

MIT License

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Closed mhallsmoore closed 3 years ago

mhallsmoore commented 3 years ago

Overview

This PR adds the momentum_taa.py example script, which carries out a classic sector momentum strategy.