Report.md + Report.pdf are my reports
Codes are implemented in Python, with alpha research + data analysis + predictive model and backtest engine (Implemented a backtest engine on my own since Backtrader does not meet with requirement of the data and idea).
EDA.py & DataPreprocess.py -> Data exploratory analysis and preprocessing
SignalResearch.py -> Signal factories
Model.py -> Predictive model
EDA.py -> Exploratory Data Analysis
Backtest.py -> Backtest the strategy and provide the outputs (which can be found in Report.pdf)
PnL curve:
