Momentum-Trading-Algorithm-in-Python

This repository contains a notebook consisting of my implementation of trend following trading algorithm in python, it's data used and results in csv format, and equity curve during backtesting.
It also has a technical report in pdf format describing my approach towards the PS.
The data used can be downloaded by un-commenting the part of code specified in notebook or the Stocks-Data.csv file can be used
For further improvement in the project, combinations of various entry and exit conditions can be done to get a tradeoff between trades done and sharpe ratio. Further, the choice of stock on which strategy is applied is manual using graph and all, instead a proper criteria can be implemented (for example, top 3 stocks with respect to (std dev/mean) ratio can be selected) and more than one stocks can be traded with different capital allotment.