In this project we will implement a trading strategy on our own, and test it to see if it has the potential to be profitable. We will use a universe of stocks and a time range. We will be provided with a textual description of how to generate a trading signal based on a momentum indicator.
After that we will compute the signal for the time range given and apply it to the dataset to produce projected returns.
Finally, we will perform a statistical test on the mean of the returns to conclude if there is alpha in the signal.
For the dataset, we'll be using the end of day from Quotemedia.
This proyect is the first one in the Artificial Intelligence for Trading Nanodegree from Udacity.
All the documentation for this proyect is included in Lessons 1 to 7 of the Artificial Intelligence for Trading Nanodegree from Udacity.
Clone the repository in your local machine, type in terminal:
$git clone https://github.com/PachiCartelle/AIforTradingND_P01_Trading_with_Momentum
$cd AIforTradingND_P01_Trading_with_Momentum
Create an environment in Anaconda with the command:
$conda create --name=yourNewEnvironment python=3 anaconda
$source activate yourNewEnvironment
Fire the Jupyter Notebook:
$jupyter notebook
And you are ready to start with the Notebook.
All dependencies needed are incorporated in the requirements.txt file.
Please see CONTRIBUTING.md.
The content of this repository is licensed under a Creative Commons Attribution License