Quantitative-Notebooks

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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)

Difficulty

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

License

This code has been released under the Apache 2.0 License