#### The main objective of this repo is idea generation! Some of these 'strategies' might not be appropriate for consumption ~~due to overfitting~~ (it's meant to be educational)

Dependencies: Numpy; Pandas; Matplotlib and Requests (for fetching Yahoo Finance data)

#### Difficulty

Moderate:

[ML Based Pairs Trading](DecisionTreeRegressors.ipynb) - A simple Machine Learning example, Decision Tree Regressors applied to the previous pair (also requires Scikit-Learn)

Basic:

[Long Only Pairs Trading](PairsTrading.ipynb) - A simple pairs trading strategy focused on buying the loser! Signal is given by rolling correlation

Introductory:

[Dynamic Asset Allocation & Diversification](AssetAllocation.ipynb) - Exploring geographical diversification and optimizing capital allocation (also requires Scipy)

Market data last updated at 2 July 2020

#### License
This code has been released under the [Apache 2.0 License](LICENSE)