This assignment is duepriorto the start of class on 3/30.For the assignment, develop a tutorial for backtesting a trend-following trading strategy or a mean reverting strategy using the S&P 500 energy sector stocks as your stock universe. If a trend strategy, please implement either a two trend or three trend system. Use the data set(s) you created for the prior homework. This should be a daily trading strategy, buying and/or selling on the open, but allowing positions to be carried over from one period to the next. You should allow long and short positions. Your starting cash on hand to make investments is $100,000. Make sure your tutorial describes your strategy in detail and discusses/evaluates its performance. Also, discuss any optimization that you conducted and how you arrived at the backtest settings (model parameters) that you used. Please keep with the January 2021 through December of 2022 backtest period that you have used previously.
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