Building a Backtesting Model in Excel for MA Crossover and HMM
Building a backtest based Excel model with HMM and MA Crossovers in Excel. On the back of the previous video, wanted to build a backtest live in Excel to show workings and methodology. Behind the scenes, am noticing the more I work with HMM's the more I get slightly different outcomes based on having no random seed. Sometimes returns exceed the market (marginally) and sometimes not. Links below:
Previous video: • Backtesting SPY with Gaussian Mixture...
Code: https://colab.research.google.com/dri...
Sheets: https://docs.google.com/spreadsheets/...