Algorithmic Trading Case Competition

Hosted by the Quant Finance Club

With — Ariel Khait, Paolo Riverin, Harrison Bell, Alec Maanavi

Built with — Python, Quantitative Finance

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Algorithmic Trading Case Competition

I competed in the Quant Finance Club's Algorithmic Trading Case Competition, where my team and I built a simple trading strategy that uses first and second order derivatives to predict peaks and trouphs (RSI, Returns, Volatility).

We ranked 1st of out 14 teams by profit margins! (16% return on $100k)