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Term 1/Projects/Project - 1 - Trading with Momentum/Readme.md
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# Trading with Momentum | ||
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Trading with Momentum Project | ||
In this project, you will learn to implement a trading strategy on your own, and test to see if it has the potential to be profitable. You will be supplied with a universe of stocks and time range. You will also be provided with a textual description of how to generate a trading signal based on a momentum indicator. You will then compute the signal for the time range given and apply it to the dataset to produce projected returns. Finally, you will perform a statistical test on the mean of the returns to conclude if there is alpha in the signal. For the dataset, we'll be using the end of day from Quotemedia. |
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