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Algorithmic trading with python - Project 1

This repository contains a series of Jupyter notebooks designed to demonstrate different strategies for financial analysis and investment. Each notebook is focused on a specific strategy, offering insights, methodologies, and Python code to explore and implement the concepts. For educational purposes only, not financial advice.

Notebooks Overview

1. Equal-Weight S&P 500 Index Fund

The S&P 500 is the world's most popular stock market index. The largest fund that is benchmarked to this index is the SPDR® S&P 500® ETF Trust. It has more than US$250 billion of assets under management. This notebook provides an introduction to the concept of an Equal-Weight S&P 500 Index Fund, highlighting its significance and approach.

2. Quantitative Momentum Strategy

"Momentum investing" means investing in the stocks that have increased in price the most. This strategy focuses on capturing the continuation of existing trends in the market. The notebook outlines the methodology to identify and invest in such stocks, demonstrating the potential benefits and risks of momentum investing.

3. Quantitative Value Strategy

"Value investing" means investing in the stocks that are cheapest relative to common measures of business value (like earnings or assets). This notebook delves into the value investing strategy, providing a framework for selecting stocks that are considered undervalued by the market.

Requirements

To run the notebooks, you will need to install various Python libraries. A detailed list of these libraries and their respective versions can be found in requirements.txt. Key libraries include:

  • numpy
  • pandas
  • matplotlib
  • scipy
  • requests

Usage

To use the notebooks:

  1. Clone the repository or download the notebooks.
  2. Ensure you have Python installed on your system.
  3. Install the required libraries using pip install -r requirements.txt.
  4. Open the notebooks in Jupyter Notebook or JupyterLab and follow the instructions within.

For more detailed analysis or customized financial strategies, you may need to modify the code or parameters according to your specific requirements or datasets.

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