This project is developed to solve a problem faced by algo traders who have a large number of trading strategies under them and can't find a good way to use them efficiently in the frequently changing market ( Example - if there are 2 strategies, one based on momentum and other based on company fundamentals, then they both will negate each other, but if we use another model to assign weights to them, then we can efficiently switch between both the strategies to make more profits ). To solve this problem I used DL to assign weights to every strategy and get the most amount of profit from the same pool of strategies.
