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478-marketbusters's Introduction

478-marketbusters

CSE 478 Fall 2022 Group Project

This semester, we researched the idea of correlation throughout various markets and assets. More specifically, we designed a "Correlation Moving Average Indicator", what we have coined "CORRMA", and created various algorithms to test if it may be used in a profitable trading manner.

We have various results and codes throughout the repo. Please feel free to take a look, leave feedback, and try them yourself!

Testing Results: https://docs.google.com/spreadsheets/d/1crSXA8EVWAYZEFZIHKW3_GZTUM4e8Z4DNVAMQu4QANU/edit?usp=sharing

Final Presentation: https://docs.google.com/presentation/d/1GpWc5je-Q5FDnF0MsXeYrRv5RKLmwnlG/edit?usp=sharing&ouid=107033263361997095008&rtpof=true&sd=true

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joshcaskie avatar ethannhan avatar ashutoshbhawsar avatar zachgiannetta avatar

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