Statistical_Models

A collection of statistical models of Trading Strategies:

Statistical Arbitrage Trading Strategy : Using Cointegrated Augmented Dickey Fuller Unit Root Test.
Implementation of Sharpe and Information Ratio in NSE as Internship Assignment
Portfolio Optimization of FAANG stocks as Internship Assignment
Comparison of Kalman Filter and Moving Average on HINDALCO stock to denoise alpha factor of Moving Average as Internship Assignment
Generated the statistics of an asset (Facebook Stocks) using QuantStats as Internship Assignment
Implemented a multiple linear regression model with and without shrinkage to predict returns and generate trading signals as Internship Assignment
Implementation of logistic regression to predict direction of close price of stock data as Internship Assignment

Name		Name	Last commit message	Last commit date
Latest commit History 23 Commits
README.md		README.md
asset-statistics.ipynb		asset-statistics.ipynb
kalman-filter-vs-moving-average.ipynb		kalman-filter-vs-moving-average.ipynb
portfolio-optimization-of-FAANG-stocks-EF.ipynb		portfolio-optimization-of-FAANG-stocks-EF.ipynb
predicting-price-direction-using-logistic-regr.ipynb		predicting-price-direction-using-logistic-regr.ipynb
returns-prediction-using-linear-regression.ipynb		returns-prediction-using-linear-regression.ipynb
sharpe-information-ratio-implementation.ipynb		sharpe-information-ratio-implementation.ipynb
statistical-arbitrage-model.ipynb		statistical-arbitrage-model.ipynb

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