The goal of this project was to introduce members to some basic assets and trading strategies that utilize them. Throughout the project, the members learned about assets such as stocks, options, futures, etc., trading strategies such as leveraged moving average, pairs trading, covered call, etc. and had the chance to compete with each other by implementing their own trading strategy at the end. We utilized Quantconnect to easily develop and backtest our algorithms.
Project Leaders: Stephen Yang, Euhan Kim
Project Developers: Lincoln Too, Ergun Acikoz, Liz Weaver, Victor Shuai Zhou, Justin Xu
Python (Quantconnect, Statsmodel)