Algorithmic trading strategies for pairs and basket trading in cross-commodity markets

Comparative study between statistical and machine learning based strategies for high frequency trading of assets

This script implements a mean reversion strategy for a given stock. It calculates the z-scores for the stock's price and generates entry and exit signals based on predefined thresholds. The script also performs a backtest on the strategy and visualizes the returns.

Repository for the Trading Team Project based on Mean Reversion for QFin Semester 1 2022. Developed by Jake Lyell

Quick calculation for profit loss of trades.

SwitchGain is a Python-based algorithmic trading project implementing Momentum and Mean Reversion strategies on stock data. It automates signal generation using technical indicators (RSI, Bollinger Bands) and provides performance analytics.

This indicator is a modified version of SteverSteves's original work, enhanced by Erika Barker. It visually represents asset price movements in terms of standard deviations from a Hull Moving Average (HMA), commonly known as a Z-Score.

An exposition of a simple pairs trading strategy on two stocks (Bajaj Finserv and Indian Bank) in the Nifty500, at the one-minute time frequency, in order to demonstrate some of the core ideas of statistical arbitrage strategies.

Mean Reversion Long Daily Strategy for VOO etf

Perform ADF-Test (stationarity test) on several forex pairs at once and rank the results from the most mean-reversion tendency to least

Pair trading strategy integrates multiple components, including technical analysis indicators, machine learning models, and risk management techniques.

OpenAI analysis of calculated Mean Reversion data for given [STOCK] including related news sentiment analysis

My Solutions to Trading Algorithms Course Practical Assignments

Backtesting algorithmic trading strategies on the PHI/WSOL pair (08.17-08.18) using z-score-based mean reversion signals and grid search optimization. Developed by David Yemchuk for Peanut Trade as a demonstration of motivation and commitment.

A systematic intraday mean reversion strategy framework built for multi-asset execution and backtesting. Implements z-score-based signal generation, position sizing, and portfolio-level risk controls. Includes complete research pipeline, performance reporting, and QuantStats analytics.