AlgoTrading

Repository containing trading algorithms for SIG-Algorithmic Trading.

Contributors

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 \

How to Contribute

See "issues" tab above and address whichever one you want. Instructions and guidance are provided in the files as comments.

Currently working on

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)