Project Link: https://drive.google.com/drive/folders/11OJZjfd7_jxqhOwSqrS-bsgP9vTr6wKM?usp=sharing
YOU NEED TO ACCESS THE ABOVE PYTHON NOTEBOOK BY REQUESTING!
This project uses different trading strategies for multiple stocks, commodities and indices to maximize the Sharpe ratio and subsequently, the profit over a given period (2014-2019).
The following instruments were in the list of choices:
Stocks: AAPL, AMZN, ATT, INTC, GE, SPY
Commodities: GOLD, SILVER
Currencies: AUD (Australian Dollar), EUR (Euro)
Fixed Income: FBNDX (Fidelity Investment Grade Bond Fund), LEHM (Lehman Brothers Aggregate Bond)
Strategies in the list of choices:
i) Benchmark
ii) Moving Average - Flat
iii) Moving Average - Short
iv) Bollinger Bands
The project aims to find 5 stocks, 1 commodity, 1 currency and 1 index out of the above using any of the above strategies to gain a minimum Sharpe ratio of 1.00 (Refer the notebook for the analysis)