Project information
- Date Started: 01/2022
- Date Completed : 02/2022
- Language(s) Used: Python
- Source Code: GitHub
Algorithmic Trading Bot
- Created model that trades stocks using QuantConnect API based on the Sector Momentum strategy.
- Backtested model over a period of 3 years trading 10 sector ETFs.
- Model outperformed the market (S&P 500) by around 28.69 percentile points during the same time frame.