This is a project for stock trading strategies. Given some real stock data, try to come up with a strategy that is robust, useful, reasonable, and most importantly, profitable
The project is composed of:
- upcrossing and downcrossing of SMA as trading signal
- slope and monotonity for judgement
- Regression for stock modelling
The best performance is 130% return ratio with method 2. Method 3 also get an profit ratio of 0.6~0.7
This project is done during my study in MSc Big data technology, HKUST. The instructor is Prof. Kani CHEN from Math department.