Patch 2.2
- Programmed cross-sectional and time-series momentum-based investment algorithms in Python through implementing modern portfolio theory (MPT) and minimum variance frontier optimization of large datasets.
- Developed investment strategies by identifying market signals through rolling means, equity curves, and maximum drawdown charts to improve portfolio backtest program.
- Analyzed and reduced noisy datasets from Yahoo Finance through simple moving averages (SMA).
Asset: Submit each assest individually. E.g. AAPL [Submit/Enter], MSFT [Submit/Enter], ...
Lookback Period: The amount of time to 'look back' in each iteration.