/algorithmic-trading

Three projects for algorithmic trading in python including - Building An Equal-Weight S&P 500 Index Fund, Building A Quantitative Momentum Investing Strategy, Building A Quantitative Value Investing Strategy

Primary LanguageJupyter Notebook

Algorithmic-Trading

Process

  • Collect data
  • Develop a hypothesis for a strategy
  • Backtest a strategy
  • Implement the strategy in production

Project 1 : Equal-Weight S&P 500 Index Fund

A Python program that will accept the value of your portfolio and tell you how many shares of each S&P 500 constituent you should purchase to get an equal-weight version of the index fund \

User Interface :
image

Output Files :
image

Project 2 : Quantitative Momentum Strategy

A python program to build an investing strategy that selects the 50 stocks with the highest price momentum. Subsequently we calculate recommended trades for an equal weighted portfolio of these 50 stocks

User Interface :
hqm

Output Files : \