Algorithmic Stock Market Trading Strategies
The focus of this project will be to design and test algorithmic trading strategies for trading exchange-traded funds (ETF's) that track the S&P 500, Nasdaq 100, and Russell 2000. This process will include data collection, data exploration, data preprocessing, strategy development, and strategy testing. The strategies will be based on three stock market principles: persistence of momentum, momentum precedes price, and volatility expansion and contraction. One of the founders of Levrum Data Technologies (with 35+ years of trading experience) will provide a tutorial on the basic concepts of investing, trading, and strategy development.
Objectives
This project objective is to design, implement, and test algorithmic trading strategies. This will require a strategy development framework. The framework will include the ability to visualize data, change strategy parameters during the development process, view strategy results, store strategies and performance results, and perform the evaluation of trading strategies, The deliverable will be the development framework, trading strategies, strategy results, and the standard development artifacts and documentation.
Motivations
Most individuals are financially illiterate and have no idea about how best to invest their money in the stock market. They invest in portfolios created by large companies, index funds, or the latest stocks recommended by some financial “expert.” All these investment strategies are sub-optimal. Our motivation is to develop high-performance trading strategies with the goal of showing people that algorithmic trading strategies are superior to the other common approaches (higher return and lower risk). This project will give you the experience of working in a small software engineering team, under the guidance of an experienced stock market trader, algorithmic trading strategy developer, and experienced AI engineer. You will also learn the basics of stock market trading and risk management.
Qualifications
Minimum Qualifications:
Some knowledge of python, interest in investing, good communication skills
Preferred Qualifications:Python experience, Investment experience.
Details
Project Partner:
Chester Ornes
NDA/IPA:NDA Required
Number Groups:1
Project Status:Accepting Applicants
Website:https://www.levrum.com/
Keywords:
Pythoninvestmentstock market