This repository contains two Algorithmic trading courseworks.
The Time series analysis folder describes a conventional time series analysis on Google Stock prices with along with a report explaining the process. The Trading Stratgies folder explains the trading strategies using leverage on S&P500 ETF end-of-day prices for the period of time between 1 Jan 2014 to 31 December 2019. The three trading strategies used here are - Autoregression mean reversion strategy, Simple moving average crossover strategy, and Moving average mean reversion strategy.