jevonchy / breakout-strategy

Built and evaluated a breakout signal running statistical tests to test for normality and to find an alpha.

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Breakout Strategy

Overview

Built and evaluated a breakout signal. I ran statistical tests to test for normality and to find alpha; identified if the outliers could be a valid trading signal and made a judgement call about what should be kept versus what outliers I filtered.

About

Built and evaluated a breakout signal running statistical tests to test for normality and to find an alpha.


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