Implementation of Trading Strategies for Backtesting in MetaTrader 5
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Updated
Nov 6, 2024 - MQL5
Implementation of Trading Strategies for Backtesting in MetaTrader 5
QuantLib implementation in ImGui
A simple trading platform with separate server and client components
Project 1 of the 2020 Northwestern Financial Technology Bootcamp. We built a functional quantitative trading system that implements strategies researched and tested in Quantopian. Those strategies are then executed in Alpaca- the commission-free stock trading API.
Fetches market data from the Alpha Vantage API, calculates daily returns for a portfolio of stocks, and computes the Value at Risk (VaR) at a 95% confidence level.
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