Our group recently started testing our algorithms against specific regimes for the AAPL stock which are inclusive of high/low volatility uptrend/lateral/downtrend periods. Previously, I had been backtesting my algorithm over arbitrary dates for different ETFs and my results were very positive compared to our project sponsor Chester’s algorithm. I had let this get to my…

Since last post I created a new algorithm for our project which focuses on the concepts of expansion and contraction of stock prices. The market alternating between expansion and contraction is one of the principles that our project sponsor tasked us with researching and detecting in the form of an algorithm. I had the most…

Over the last week I spent a lot of time implementing a stock trading algorithm that determines when to buy and sell based on the relationship between moving averages and closing prices. I had no prior experience working on these types of algorithms but I quickly realized that I really enjoy this type of work.…

Last week I spent some time learning the basics of QuantConnect Lean, the engine that our group is using to create our stock market trading algorithms. I have no experience with algorithmic trading, so it took a good amount of effort to get comfortable with running basic algorithms using the engine. To complicate things further,…

I became very interested in investing when I started working since I was in a Finance-related field and finally had some money to invest. With that said, I ended up making some very bad decisions, like selling Amazon at $1000 (now at $3270) and AMD at $15 (now at $106). These are unfortunately not the…

For my first post, I thought it would be appropriate to shed some light on why I made the decision to change careers. I will be graduating in June of this year, and it is amazing how quickly two years have gone by and how much I have learned since enrolling in this program. I…