Data Analytics

This repository contains stock market related research I have done including algo strategies, visualization, etc... in Python and AFL (Amibroker platform)

Content

Amibroker - contains strategies and research using Amibroker platform:

• Trend following strategy yielding 17 percent: shows all steps taken to come up with the strategy

Other - other research I have done:

• Books I have read
• List of research papers to read
• What works in trading: summary of various research papers I have read
• Option Strategies: summary of various option strategies presented in a table

Quantopian - strategies and research I have done using Quantopian platform:

• CustomFactors: a template for CustomFactors on Quantopian
• Mom S&P 500: buys top quintile of stocks in S&P 500 index
• Mom S&P 500 with SPY Mom stop: top quintile of stocks in S&P 500 index, but goes flat when SPY is below its 10 month MA
• PAID CONTRACT: translated client's strategy into Python on Quantopian
• S&P 500 with a stop: a simple strategy that buys SPY when its above 10 month MA, goes flat when below 10 month MA

Research - about various financial topics:

• Correlation of best performing stocks 2017: compared top 25 performing stocks in S&P500 to S&P500
• ARIMA with statsmodel: data analysis using ARIMA
• Portfolio Optimization: and efficient frontier
• Stock market analysis project: final capstone project for one of the courses
• S&P 500 correlaton map: shows how to get tickers, data, and create a correlation map for stocks in S&P 500 index

Visualization - various visualization in Python:

• Visualization with Pandas, Matplotlib.pyplot, and Seaborn