diff --git a/Term 1/Projects/Project - 1 - Trading with Momentum/Readme.md b/Term 1/Projects/Project - 1 - Trading with Momentum/Readme.md new file mode 100644 index 0000000..9ce192c --- /dev/null +++ b/Term 1/Projects/Project - 1 - Trading with Momentum/Readme.md @@ -0,0 +1,4 @@ +# Trading with Momentum + +Trading with Momentum Project +In this project, you will learn to implement a trading strategy on your own, and test to see if it has the potential to be profitable. You will be supplied with a universe of stocks and time range. You will also be provided with a textual description of how to generate a trading signal based on a momentum indicator. You will then compute the signal for the time range given and apply it to the dataset to produce projected returns. Finally, you will perform a statistical test on the mean of the returns to conclude if there is alpha in the signal. For the dataset, we'll be using the end of day from Quotemedia. \ No newline at end of file diff --git a/Term 1/1. Stock Prices/Quizes/calculate_returns.ipynb b/Term 1/Theorey & Quizes/1. Stock Prices/Quizes/calculate_returns.ipynb similarity index 100% rename from Term 1/1. Stock Prices/Quizes/calculate_returns.ipynb rename to Term 1/Theorey & Quizes/1. Stock Prices/Quizes/calculate_returns.ipynb diff --git a/Term 1/1. Stock Prices/Quizes/dtype.ipynb b/Term 1/Theorey & Quizes/1. Stock Prices/Quizes/dtype.ipynb similarity index 100% rename from Term 1/1. Stock Prices/Quizes/dtype.ipynb rename to Term 1/Theorey & Quizes/1. Stock Prices/Quizes/dtype.ipynb diff --git a/Term 1/1. Stock Prices/Quizes/momentum_based_signals_quiz.png b/Term 1/Theorey & Quizes/1. Stock Prices/Quizes/momentum_based_signals_quiz.png similarity index 100% rename from Term 1/1. Stock Prices/Quizes/momentum_based_signals_quiz.png rename to Term 1/Theorey & Quizes/1. Stock Prices/Quizes/momentum_based_signals_quiz.png diff --git a/Term 1/1. Stock Prices/Quizes/net_returns.csv b/Term 1/Theorey & Quizes/1. Stock Prices/Quizes/net_returns.csv similarity index 100% rename from Term 1/1. Stock Prices/Quizes/net_returns.csv rename to Term 1/Theorey & Quizes/1. Stock Prices/Quizes/net_returns.csv diff --git a/Term 1/1. Stock Prices/Quizes/portfolio_quiz.png b/Term 1/Theorey & Quizes/1. Stock Prices/Quizes/portfolio_quiz.png similarity index 100% rename from Term 1/1. Stock Prices/Quizes/portfolio_quiz.png rename to Term 1/Theorey & Quizes/1. Stock Prices/Quizes/portfolio_quiz.png diff --git a/Term 1/1. Stock Prices/Quizes/resample_data.ipynb b/Term 1/Theorey & Quizes/1. Stock Prices/Quizes/resample_data.ipynb similarity index 100% rename from Term 1/1. Stock Prices/Quizes/resample_data.ipynb rename to Term 1/Theorey & Quizes/1. Stock Prices/Quizes/resample_data.ipynb diff --git a/Term 1/1. Stock Prices/Quizes/statistical_returns.py b/Term 1/Theorey & Quizes/1. Stock Prices/Quizes/statistical_returns.py similarity index 100% rename from Term 1/1. Stock Prices/Quizes/statistical_returns.py rename to Term 1/Theorey & Quizes/1. Stock Prices/Quizes/statistical_returns.py diff --git a/Term 1/1. Stock Prices/Quizes/stock_data.ipynb b/Term 1/Theorey & Quizes/1. Stock Prices/Quizes/stock_data.ipynb similarity index 100% rename from Term 1/1. Stock Prices/Quizes/stock_data.ipynb rename to Term 1/Theorey & Quizes/1. Stock Prices/Quizes/stock_data.ipynb diff --git a/Term 1/1. Stock Prices/Quizes/t_test_quiz.png b/Term 1/Theorey & Quizes/1. Stock Prices/Quizes/t_test_quiz.png similarity index 100% rename from Term 1/1. Stock Prices/Quizes/t_test_quiz.png rename to Term 1/Theorey & Quizes/1. Stock Prices/Quizes/t_test_quiz.png diff --git a/Term 1/1. Stock Prices/Quizes/top_and_bottom_performing.ipynb b/Term 1/Theorey & Quizes/1. Stock Prices/Quizes/top_and_bottom_performing.ipynb similarity index 100% rename from Term 1/1. Stock Prices/Quizes/top_and_bottom_performing.ipynb rename to Term 1/Theorey & Quizes/1. Stock Prices/Quizes/top_and_bottom_performing.ipynb diff --git a/Term 1/1. Stock Prices/Readme.md b/Term 1/Theorey & Quizes/1. Stock Prices/Readme.md similarity index 100% rename from Term 1/1. Stock Prices/Readme.md rename to Term 1/Theorey & Quizes/1. Stock Prices/Readme.md diff --git a/Term 1/1. Stock Prices/images/1. tick_data.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/1. tick_data.png similarity index 100% rename from Term 1/1. Stock Prices/images/1. tick_data.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/1. tick_data.png diff --git a/Term 1/1. Stock Prices/images/10. Rolling mean points.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/10. Rolling mean points.png similarity index 100% rename from Term 1/1. Stock Prices/images/10. Rolling mean points.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/10. Rolling mean points.png diff --git a/Term 1/1. Stock Prices/images/11. Buy sell - 1.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/11. Buy sell - 1.png similarity index 100% rename from Term 1/1. Stock Prices/images/11. Buy sell - 1.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/11. Buy sell - 1.png diff --git a/Term 1/1. Stock Prices/images/12. Bollinger bands.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/12. Bollinger bands.png similarity index 100% rename from Term 1/1. Stock Prices/images/12. Bollinger bands.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/12. Bollinger bands.png diff --git a/Term 1/1. Stock Prices/images/13. outliers.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/13. outliers.png similarity index 100% rename from Term 1/1. Stock Prices/images/13. outliers.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/13. outliers.png diff --git a/Term 1/1. Stock Prices/images/14. Buy sell - 2.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/14. Buy sell - 2.png similarity index 100% rename from Term 1/1. Stock Prices/images/14. Buy sell - 2.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/14. Buy sell - 2.png diff --git a/Term 1/1. Stock Prices/images/15. Stock Return.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/15. Stock Return.png similarity index 100% rename from Term 1/1. Stock Prices/images/15. Stock Return.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/15. Stock Return.png diff --git a/Term 1/1. Stock Prices/images/16. Log Returns.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/16. Log Returns.png similarity index 100% rename from Term 1/1. Stock Prices/images/16. Log Returns.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/16. Log Returns.png diff --git a/Term 1/1. Stock Prices/images/17. Long Positions.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/17. Long Positions.png similarity index 100% rename from Term 1/1. Stock Prices/images/17. Long Positions.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/17. Long Positions.png diff --git a/Term 1/1. Stock Prices/images/17. Shorting.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/17. Shorting.png similarity index 100% rename from Term 1/1. Stock Prices/images/17. Shorting.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/17. Shorting.png diff --git a/Term 1/1. Stock Prices/images/18. Cross sectional trading.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/18. Cross sectional trading.png similarity index 100% rename from Term 1/1. Stock Prices/images/18. Cross sectional trading.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/18. Cross sectional trading.png diff --git a/Term 1/1. Stock Prices/images/19. Trading Strategy.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/19. Trading Strategy.png similarity index 100% rename from Term 1/1. Stock Prices/images/19. Trading Strategy.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/19. Trading Strategy.png diff --git a/Term 1/1. Stock Prices/images/2. OHLC.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/2. OHLC.png similarity index 100% rename from Term 1/1. Stock Prices/images/2. OHLC.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/2. OHLC.png diff --git a/Term 1/1. Stock Prices/images/20. t-test.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/20. t-test.png similarity index 100% rename from Term 1/1. Stock Prices/images/20. t-test.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/20. t-test.png diff --git a/Term 1/1. Stock Prices/images/21. p value.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/21. p value.png similarity index 100% rename from Term 1/1. Stock Prices/images/21. p value.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/21. p value.png diff --git a/Term 1/1. Stock Prices/images/22. alpha.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/22. alpha.png similarity index 100% rename from Term 1/1. Stock Prices/images/22. alpha.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/22. alpha.png diff --git a/Term 1/1. Stock Prices/images/3. OHLC Chart.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/3. OHLC Chart.png similarity index 100% rename from Term 1/1. Stock Prices/images/3. OHLC Chart.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/3. OHLC Chart.png diff --git a/Term 1/1. Stock Prices/images/4. OHLC - Volume.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/4. OHLC - Volume.png similarity index 100% rename from Term 1/1. Stock Prices/images/4. OHLC - Volume.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/4. OHLC - Volume.png diff --git a/Term 1/1. Stock Prices/images/5. Intraday Volume.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/5. Intraday Volume.png similarity index 100% rename from Term 1/1. Stock Prices/images/5. Intraday Volume.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/5. Intraday Volume.png diff --git a/Term 1/1. Stock Prices/images/6. Stock Split.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/6. Stock Split.png similarity index 100% rename from Term 1/1. Stock Prices/images/6. Stock Split.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/6. Stock Split.png diff --git a/Term 1/1. Stock Prices/images/7. Stock drops.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/7. Stock drops.png similarity index 100% rename from Term 1/1. Stock Prices/images/7. Stock drops.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/7. Stock drops.png diff --git a/Term 1/1. Stock Prices/images/8. Adjusted Prices.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/8. Adjusted Prices.png similarity index 100% rename from Term 1/1. Stock Prices/images/8. Adjusted Prices.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/8. Adjusted Prices.png diff --git a/Term 1/1. Stock Prices/images/9. Rolling mean.png b/Term 1/Theorey & Quizes/1. Stock Prices/images/9. Rolling mean.png similarity index 100% rename from Term 1/1. Stock Prices/images/9. Rolling mean.png rename to Term 1/Theorey & Quizes/1. Stock Prices/images/9. Rolling mean.png