/quant-selection-tasks

This repository is a submission for the selection tasks given by Quant Club, IIT Kharagpur.

Primary LanguageJupyter Notebook

Quant Selection Tasks 📈

• Task 1️⃣

The Task 1 folder contains two ipython notebooks, each corresponding to one of the indexes to be implemented, namely "Fisher Transformation" and the "Average Directional Index (ADX)". Apart from the ipython notebooks, there are also two images showing the two indexes being applied on the given dataset.

The ipython notebooks also contain a few insights about the the respective indexes and a possible trading strategy that might be implied using these indexes.

• Task 2️⃣

The Task 2 folder contains an ipython notebook, inside which the Monte-Carlo simulations were performed. Apart from the notebook, the folder contains two images, one, of the Scatter Plot of all the simulation runs and an another of the Frequency Distribution Plot of the final values obtained from the different simulation runs.