Projects
Trading Strategy Development Example
Developing a real-world trading strategy based on the insights from our Markov Chain study. The strategy presented is a live trading strategy that I personally use, with only minor parameter differences from my own settings.
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Multi-Criteria Optimal Portfolio Allocation
This project provides a robust Python solution for determining optimal portfolio allocations based on a set of user-defined stock tickers and historical data. Utilizing the Monte Carlo Simulation technique, this tool identifies portfolios that excel across several key risk-adjusted metrics, moving beyond just the traditional Sharpe Ratio to offer a more nuanced view of capital efficiency and risk management.
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Quantitative Portfolio Performance Simulation and Analysis
This repository hosts a robust Python simulation designed to quantitatively backtest the performance of a custom-defined stock portfolio against a major market index over a specified historical period. The portfolio's asset allocation—defined by the stock tickers and their corresponding weights—is sourced directly from a data-driven Optimal Portfolio Allocation model developed in a prior project.
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200-SMA and 2-RSI Trading Strategy
Python script to implement a backtesting simulation for a simple trading strategy using two common technical indicators: the 200-day Simple Moving Average (SMA) and a 2-period Relative Strength Index (RSI). The strategy is designed to identify and capitalize on potential buy and sell signals based on the confluence of these indicators.
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Portfolio Trading Strategy Backtester
Python script to implement and backtests a multi-asset trading strategy on a portfolio of many different stock tickers. It leverages common technical indicators to generate buy and sell signals and simulates portfolio performance over historical data.
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Improvement to an Existing Strategy
An Example of How to Improve the Existing Trading Strategy in MQL5
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RSI-2 Stock Trading Strategy Pinescript Version
This repository contains a simple, yet robust, Pine Script trading strategy designed for use on TradingView. The strategy combines two popular technical indicators—a long-term Exponential Moving Average (EMA) for trend identification and a short-term Relative Strength Index (RSI) for entry signals—to manage buy and sell positions
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Market Seasonality Chart Generator
Generating "Market Seasonality" Chart for Any Market listed on Yahoo Finance
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Monthly Seasonality Trading Strategy Backtest
Python script designed to backtest a monthly seasonality trading strategy for a given stock or financial instrument. A "monthly seasonality strategy" is a simple trading approach that takes advantage of historical patterns where a security's price tends to perform better during specific months of the year.
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Price Data Downloader and Converter
Download and convert price data from Yahoo Finance into Metatrader 5 daily bar format
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Using Markov Chain to Analyze a Forex Pair
Using markov chain to analyze first insight of a forex pair, index, or any market
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Markov Chain to Determine Market Risk
Demonstration of assessing market volatility risk using Markov Chain
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