Beginner

Case Study: How a Simple Moving Average Crossover Strategy Performs on Nifty

A hands-on case study for coders and quant-curious engineers who want to run their first real backtest. You will take the most famous trend-following rule in the world, buy Nifty 50 when its 50-day moving average crosses above its 200-day average and sell when it crosses back below, and test it honestly on two decades of Indian index data in Python. Along the way you will download and clean Nifty 50 history, compute moving averages and crossover signals in pandas, build positions without look-ahead bias, simulate an equity curve, and then subtract the brokerage, STT, slippage and capital gains tax that separate a textbook chart from a real trading account. The course ends with a verdict on whether the golden cross has actually worked on Nifty, why it behaves the way it does in Indian bull and sideways markets, and a checklist of what to test before risking a rupee.

Moving AveragesTrend FollowingBacktestingPython for FinanceNifty 50 DataLook-Ahead BiasTransaction CostsDrawdowns and Whipsaws
MODULES
3
DURATION
~2 hrs
TRACK
Algorithmic Trading

What You'll Master

What a simple moving average is, what a golden cross and death cross mean, and why trend followers have used them for a century
How to write the exact rules of a crossover strategy before touching any data, so you cannot move the goalposts later
How to download Nifty 50 daily history in Python and clean it into a backtest-ready pandas DataFrame
How to compute moving averages and crossover signals in pandas, and turn them into positions without look-ahead bias
How to simulate a long-only equity curve and compare it fairly against buy and hold over the same period
How to price the real cost of trading Nifty through an ETF or futures: brokerage, STT, exchange charges and slippage
How to judge the result with CAGR, maximum drawdown, time in market and whipsaw count, and why the strategy shines in crashes but bleeds in sideways markets
How to check whether 50/200 is special or just lucky by testing other lookbacks, and what to do before going live
Access Level
LEARNER
Everything included
Full Text Playbooks
Actionable Exercises
Mobile Reading Mode
Lifetime Updates

Curriculum Breakdown