GitHub - apurvagandhi/strategy-evaluation: An analysis of a stock trading project, focusing on a manual strategy, a machine learning-based strategy learner, and a benchmark. The manual strategy combines five technical indicators, demonstrating superior performance in both in-sample and out-of-sample periods compared to the benchmark.

apurvagandhi / strategy-evaluation Public

Notifications You must be signed in to change notification settings
Fork 0
Star 0

An analysis of a stock trading project, focusing on a manual strategy, a machine learning-based strategy learner, and a benchmark. The manual strategy combines five technical indicators, demonstrating superior performance in both in-sample and out-of-sample periods compared to the benchmark.

0 stars 0 forks Branches Tags Activity

Star

Notifications

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 10 Commits
Data		Data
images		images
BagLearner.py		BagLearner.py
DTLearner.py		DTLearner.py
LinRegLearner.py		LinRegLearner.py
ManualStrategy.py		ManualStrategy.py
QLearner.py		QLearner.py
RTLearner.py		RTLearner.py
StrategyLearner.py		StrategyLearner.py
StrategyLearner_backup.py		StrategyLearner_backup.py
TODO.txt		TODO.txt
experiment1.py		experiment1.py
experiment1_in_sample.png		experiment1_in_sample.png
experiment1_out_sample.png		experiment1_out_sample.png
experiment2.py		experiment2.py
experiment2_strategy_learner_in_sample_impact.png		experiment2_strategy_learner_in_sample_impact.png
grade_strategy_learner.py		grade_strategy_learner.py
indicators.py		indicators.py
manual_strategy_in_sample.png		manual_strategy_in_sample.png
manual_strategy_out_sample.png		manual_strategy_out_sample.png
marketsimcode.py		marketsimcode.py
output.txt		output.txt
p8_results.txt		p8_results.txt
p8_strategyEval_report.pdf		p8_strategyEval_report.pdf
testproject.py		testproject.py
util.py		util.py