Algorithmic Trading and Quantitative Analysis Using Python
• The Objective is to build an Automated Trading System on a Shoestring Budget and to perform Quantitative Analysis
on large-cap companies. So, Extracted financial data from various APIs: yfinance, FXCM, Oanda, and by Web Scraping.
• Cleaned Data using pandas and Visualizations using matplotlib. Built three strategies and back-tested them using some
key, coded technical indicators (MACD, ATR, RSI, Renko, etc.) and KPIs (CAGR, Sharpe Ratio, etc.).
• Implemented Value Investing using magic formula & Piotroski F-score by web scraping data using BeatifulSoup.
• Performed Sentiment Analysis on commodities news data using feature extraction packages of sklearn and also by VADER.