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imsaurabhkr's Projects

algorithmic-trading-market-micro-structure icon algorithmic-trading-market-micro-structure

The aim of this project is to use two Algorithm trading strategies, Three Moving Average Crossover Algorithm and On-Balance Volume (OBV) Stock Trading Strategy to determine when to buy and sell stock and analyze the performance of these strategies, in a simulation, using the information of 10 stock prices data during 1 year.

build-your-own-x icon build-your-own-x

Master programming by recreating your favorite technologies from scratch.

pca_stock icon pca_stock

use PCA method to select stocks and O-U stochastic process to control risk during stock selection and trading period

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