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Algorithmic-Trading

Stock Market Trading Using Algorithms

OBJECTIVE

The objective of this project is to develop an application in order to perform analysis on the historical stock data using more than one classifier and based on the classification, segregate them as buy, sell and hold. Thereby, justify the action to be taken in the future as per the mined opinion and outcome analyzed. Also, Platforms like Quantopian to be used in order to perform back testing in a more precise and effective manner.

METHODOLOGY

  • Retrieving the tickers of S&P Company

  • Fetch the data of stock from yahoo finance

  • Compiling data of S&P 500 Company

  • Visualize the correlation matrix of S&P 500 companies

  • Preparing data for learning algorithms

  • Training and testing of classifiers

  • Back Testing using Quantopian

  • Trading Based On Sentiment Analysis and Performance metrics of firms

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