Repository containing trading algorithms for SIG-Algorithmic Trading.
Please add first commit below:
-- ENTER FIRST AND LAST NAME BELOW --
Anirudh Yallapragada
Alessandro Marina
Marco Laurenzi
Jae Park
Nathan Parikh
Markus Perez
Shashank Chenna
Dev Patel
Max Nguyen
Zayd Alzein
Rahul Gowda
Edward Weng
Tuong Max Le
Dong June Park \
See "issues" tab above and address whichever one you want. Instructions and guidance are provided in the files as comments.
Sentiment analysis
Mean Reversion implementing Augmented Dickey-Fuller strategy from Ernest Chan's book, "Algorithmic Trading"
Delta Neutral Option Trading Strategy
Meme strategy (short top 5 highest gainers of the day, hold until end of week, exit trade)