This repository explains trading strategies using leverage on S&P500 ETF (called SPDR or Spider, ticker SPY Equity1) end-of-day prices for the period of time between 1 Jan 2014 to 31 December 2019. The three trading strategies used here are - Autoregression mean reversion strategy, Simple moving average crossover strategy, and Moving average mean reversion strategy.
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jiya07/Trading-strategies
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