Momentum Trading Strategy - Open HFT

Hi Everyone, Our in-house trading team at OpenHFT just deployed a custom built momentum trading strategy for the indian markets. The team has explained TSMOM & MACROSS strategies and also touched upon Kalman Filters. The entire set up was built using python and 5paisa APIs for getting live and historical market data. We have published our research in our blog at [https://openhft5.wordpress.com/2025/02/08/momentum-strategy/](https://openhft5.wordpress.com/2025/02/08/momentum-strategy/) ***Would love to get some community feedback on the article. All comments are welcome!*** ***Also, do head over to our socials at X*** [***https://x.com/OpenHFT\_***](https://x.com/OpenHFT_) ***and give us a follow***