Finance_MRTS-project | driven quantitative trading strategy on real-world data

by chaitu2512 Jupyter Notebook Version: Current License: No License

X-Ray Key Features Code Snippets Community Discussions Vulnerabilities Install Support

kandi X-RAY | Finance_MRTS-project Summary

Finance_MRTS-project is a Jupyter Notebook library. Finance_MRTS-project has no bugs, it has no vulnerabilities and it has low support. You can download it from GitHub.

Designed, back-tested and optimized a data-driven quantitative trading strategy on real-world data in python using the data of 1 yearfor stocks listed at the NSE from theirrespective log files. Developed an intra-day mean reversion strategy to give greaterthan 20% return on capital(RoC) using Hurst exponent calculation and ARIMA model for prediction Calculated hurst exponents for each stock to classify them into mean reverting and trending stocks Calculated mean values and deviation using StockVWAP and price spread for different time frames Filtered the top 25 stocks using a criteria and implemented ARIMA model to predict future price of the stock Built a mean reversion trading strategy using predicting when to buy or sell/short the stock further details:stocks data:

Support

Quality

Security

License

Reuse

Support

Finance_MRTS-project has a low active ecosystem.

It has 0 star(s) with 0 fork(s). There are 1 watchers for this library.

It had no major release in the last 6 months.

Finance_MRTS-project has no issues reported. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of Finance_MRTS-project is current.

Quality

Finance_MRTS-project has no bugs reported.

Security

Finance_MRTS-project has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

License

Finance_MRTS-project does not have a standard license declared.

Check the repository for any license declaration and review the terms closely.

Without a license, all rights are reserved, and you cannot use the library in your applications.

Reuse

Finance_MRTS-project releases are not available. You will need to build from source code and install.

Top functions reviewed by kandi - BETA

kandi's functional review helps you automatically verify the functionalities of the libraries and avoid rework.
Currently covering the most popular Java, JavaScript and Python libraries. See a Sample of Finance_MRTS-project

Get all kandi verified functions for this library.

Finance_MRTS-project Key Features

No Key Features are available at this moment for Finance_MRTS-project.

Finance_MRTS-project Examples and Code Snippets

No Code Snippets are available at this moment for Finance_MRTS-project.

Community Discussions

No Community Discussions are available at this moment for Finance_MRTS-project.Refer to stack overflow page for discussions.

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install Finance_MRTS-project

You can download it from GitHub.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

Find more information at: