Udacity AI for Trading nanodegree Project 1
Implement a trading strategy and test to see if the strategy has the potential to be profitable.
A trading signal is generated based on a momentum indicator. Using this signal, the projected returns are calculated for the time range. A statistical t-test is then performed on the mean of the returns to check if there is alpha in the signal.
Dataset: End of day data from Quotemedia. Contains a universe of stocks and time range.