/ISA5320000-Fintech_Innovations_and_Applications

NTHU Course ISA5320000 Fintech_Innovations_and_Applications Quantitative Trading Competition code in 2022 Spring

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ISA5320000-Fintech_Innovations_and_Applications

NTHU Course ISA5320000 Fintech_Innovations_and_Applications Quantitative Trading Competition code

Quantitative Competition

Midterm:

Final:

Trading Platform

Trading strategy

  • TD9/13 (selected as main quantitative trading strategy in Final)
  • Momentum (another good choice for quantitative indicators)
  • MACD (another good choice for quantitative indicators)
  • MA
  • RSI
  • Boolinger_bands
  • EMA