Python for Finance
This Mean-Reversion Python Algorithm was created and developed as part of my independent study with the department chair of Finance at the University of Texas at San Antonio, Dr. Bhanot.
To complete this financial algorithm, I researched computational finance theory and practical applications by reading and applying the tools learned using the book, “Python for Finance” by Yves Hilpisch.
After thorough research, analysis, programming, trial & error, I developed a mean-reversion algorithm in Python, deployed in the Quantopian Virtual trading environment utilizing real-time data and backtested using historical time-series data. The algorithm generated 28.5% returns over the preceding 12-month period and beat the S&P 500 by 20.91% during this period.
The Mean Reversion financial algorithm in Python included:
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