The main objective of this repo is idea generation! Some of these 'strategies' might not be appropriate for consumption due to overfitting (it's meant to be educational)
Dependencies: Numpy; Pandas; Matplotlib and Requests (for fetching Yahoo Finance data)
Moderate:
ML Based Pairs Trading - A simple Machine Learning example, Decision Tree Regressors applied to the previous pair (also requires Scikit-Learn)
Basic:
Long Only Pairs Trading - A simple pairs trading strategy focused on buying the loser! Signal is given by rolling correlation
Introductory:
Dynamic Asset Allocation & Diversification - Exploring geographical diversification and optimizing capital allocation (also requires Scipy)
Market data last updated at 2 July 2020
This code has been released under the Apache 2.0 License