Estimating Equations for Evaluating Trading Algorithms

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J_Oorjitham_2017.pdf (13.69 MB)
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2017-04
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https://hdl.handle.net/2022/22297
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This study applies statistical methods to evaluating trading algorithms. I used existing statistical methods to implement a new plugin module for the zipline trading software environment provided by Quantopian, Inc [l] I publicly released the software I developed in this study under an open-source license via Github. This software provides functionality for running evaluations against historical data and observing the resulting performance metrics of various trading algorithms.
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Thesis ( M.A.) Indiana University South Bend, 2017
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IUSB Computer Science and Applied Mathematics graduate theses