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Repository for the Trading Team Project based on Mean Reversion for QFin Semester 1 2022. Developed by Jake Lyell
Comparative study between statistical and machine learning based strategies for high frequency trading of assets
This script implements a mean reversion strategy for a given stock. It calculates the z-scores for the stock's price and generates entry and exit signals based on predefined thresholds. The script also performs a backtest on the strategy and visualizes the returns.
Quick calculation for profit loss of trades.
Pair trading strategy integrates multiple components, including technical analysis indicators, machine learning models, and risk management techniques.
OpenAI analysis of calculated Mean Reversion data for given [STOCK] including related news sentiment analysis