https://github.com/daniilvorontsov/chinesestocks

Analysis of augmented Chinese Stock Data. Training sample: 2011-2021. Test and final: 2021-2022 and first half of the 2022 correspondingly
https://github.com/daniilvorontsov/chinesestocks

Last synced: about 1 month ago
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Analysis of augmented Chinese Stock Data. Training sample: 2011-2021. Test and final: 2021-2022 and first half of the 2022 correspondingly

• Host: GitHub
• URL: https://github.com/daniilvorontsov/chinesestocks
• Owner: DaniilVorontsov
• Created: 2022-09-06T09:30:19.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2022-09-06T11:19:23.000Z (over 2 years ago)
• Last Synced: 2023-10-08T22:29:14.617Z (about 1 year ago)
• Language: Jupyter Notebook
• Size: 249 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# ChineseStocks

Building a simple algorithmic strategy from augmented Chinese Stock Data. Training sample: 2011-2021.  

Validation: 2021-2022. Test: first half of 2022.  

The strategy for the portfolio is based on SMA(30) signal.

The data is taken from [Kaggle](https://www.kaggle.com/datasets/franciscofeng/augmented-china-stock-data-with-fundamentals).