Project by Arjun Patel
- Generate momentum and mean reversion signals
- Label which one would have been better historically.
- Train a model on features to predict that label.
- At run‐time, pick the signals from the approach the model favors.
- Apply stop-loss risk management to the signals
- Compare to holding the S&P 500 and holding an equal portfolio across all tickers.
- Run simulations of random stocks with strategy
REFERENCES
- https://github.com/fja05680/sp500 (SPY_500_historical_stocks.csv)