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An attempt at making an algo that can outperform S&P 500 between 1980-2020

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Algorithmic_Trading

Aim- Outperform S&P500 between 1980-2020.

Refer to the Inferences pdf for a detailed report of backtesting.

Refer to the jupyter notebook (Newalgov2.1.2.ipynb) for the code.

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An attempt at making an algo that can outperform S&P 500 between 1980-2020

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