Vidhi Sharma
Results
2
repositories owned by
Vidhi Sharma
Backtesting-Trading-Strategies-with-Python
38
Stars
13
Forks
Watchers
In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-series data, I had tested the Moving Average(MA) cross-over strat...
Portfolio-Risk-Analysis-with-Python
18
Stars
5
Forks
Watchers
Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation from normality with Python. Using different models, I had computed...