/quant-strategies

Quantitative methods

Primary LanguageMATLAB

Quant methods


Two strategies shared here. Algorithm is in breakoutart.m file, it uses two other functions slidefunc and indicators. Another startegy in new.m file. Data for all the companies were separated to their respective csv files according to their company codes given in the main CNX MidCap 100 hitorical prices file.


As breakoutatr.m or new.m is run, final profit and loss percentage for each company is outputted to pnl.xls

Shantanuprakash3@gmail.com