Summary
In this chapter, we have learned that an algorithmic trading strategy is defined by a model, entry/leave rules, position limits, and further key properties. We have demonstrated how easy it is in Zipline and PyFolio to set up a complete backtesting and risk analysis/position analysis system, so that you can focus on the development of your strategies, rather than wasting your time on the infrastructure.
Even though the preceding strategies are well published, you can construct highly profitable strategies by means of combining them wisely, along with a smart selection of the entry and exit rules.
Bon voyage!
