/IUST-AT-Assignments

My solutions to IUST's Algoritmic Trading assignments, Fall 2023, Dr. Entezari

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IUST-AT-Assignments

My solutions to IUST's Algoritmic Trading assignments, Fall 2023, Dr. Entezari

Group members: Mahdi Ghazavi, Navid Ebrahimi

Outline

  • HW1

    • Introduction to Pine Script
    • Implementation of a VWAP strategy

  • HW2

    • Introduction to Technical Analysis

  • HW3

    • StationaryTest, , ACF&PACF
    • ARMA Model
    • ACF & PACF

  • HW4

    • Time Series Analysis
    • Backtesting
    • ARMA
    • ARIMA
    • ARCH & GARCH

  • HW5

    • Mean reverting strategies

  • HW6

    • Mean reverting strategies

  • Final Project

    • Investment portfolio management and optimization