Top momentum python strategies

Top momentum strategies which are used by some of the best performing passive funds.

Note: We designed strategies on principles of best passive funds. Strategies will not be same but we could learn to apply those principles. Do backtest these strategies on your own. Strategies are only for learning purposes.

• Ranking best stocks while moving average(20) > moving average (50):
  - We will take nifty 50 stocks based on current momentum and invest in top 10 stocks.

• Ranking best stocks based on last 1 year return(nifty50):
  - We will take nifty 50 stocks based on current momentum and invest in top 10 stocks.
  - Code will identify top 10 momentum as well as bearish stock based on last 1 year performance

• Ranking best stocks based on last 1 year return(nifty200):
  - We will take nifty 200 stocks based on current momentum and invest in top 10 stocks.
  - Code will identify top 10 momentum as well as bearish stock based on last 1 year performance

• Relative Strength scans:
  - Relative strength scan based on half year (nifty50,nifty200, nifty500 stocks vs index)
  [tells us which stocks performed better relative to index]
  
  - RS scan from a certain date/event 

• Backtesting for top 10 stocks based on last 11 months return for nifty50:
  - We will take nifty 50 stocks based on top10 stocks which gave max return in last 11 months and invest in top 10 stocks.

• Backtesting for top 10 stocks based on last 11 months return for nifty200:
  - We will take nifty 200 stocks based on top10 stocks which gave max return in last 11 months and invest in top 10 stocks.

• Backtesting for top 10 stocks based on last 12 months return for nifty200:
  - We will take nifty 50 stocks based on top10 stocks which gave max return in last 12 months and invest in top 10 stocks for next two months.