Algorithmic Stock Market Trading Strategies
The focus of this project will be to create, test, and deploy algorithmic trading strategies for trading exchange-traded funds (ETF's) based on the S&P 500, Nasdaq 100, and Russell 2000. This project will include data collection, data preprocessing, strategy development, strategy optimization, strategy selection, and strategy deployment. The strategies will be based on two basic stock market principles: persistence of stock price momentum and volatility expansion and contraction. One of the founders of Levrum Data Technologies (with 35+ years of trading experience) will provide basic algorithmic trading strategies and tutorials on the basic of investing, trading, and strategy development.
Objectives
The project objectives are to design, implement, test, select, and deploy algorithmic trading strategies. This will require a strategy development application. The application will include the ability to optimize strategy parameters, store strategies and performance results, and evaluate and select the best strategies or combinations of strategies. The deliverables will be the trading strategy application, 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 (higher return, lower risk) to the other common investing approaches. This project will give you the experience of working in a small software engineering team, under the guidance of an experienced stock market trader and algorithmic trading strategy developer.
Qualifications
Minimum Qualifications:
Some knowledge of python, interest in investing, good communication skills
Preferred Qualifications:Python experience, Investment experience, web application development 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