Hey Everybody,

We're excited to give the community the fifth and final demonstration algorithm of how to use one of the 5 ETF universes in the competition: Precious Metals ETFs.

This algorithm provides a rough template of how this universe can be used in a submission and also implements some of the backtest requirements (5-year minimum, $1m starting cash minimum, and using the Alpha Streams brokerage model).

Some factors that tend to affect energy markets that you can consider when writing an algorithm:

  • Major news announcements: trade-war news, major geopolitical events, etc.
  • Market volatility
  • Major Forex movements
  • US Treasury information: bond prices, yield curve inversions, etc.
  • Analyst sentiment

P.S. -- Keep an eye out for new data sources regarding macro-economic updates, trade-war news, US Treasury data, and analyst sentiment to inform your trading signals!