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Explore and leverage the correlation between oil price movements, energy sector, and transportation sector. This repository houses quantitative research findings and trading strategies that exploit this correlation to generate robust signals.

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KyroKwok2021/OilCorrTrade-EnergyTransportAlpha

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OilCorrTrade-EnergyTransportAlpha

Explore and leverage the correlation between oil price movements, energy sector, and transportation sector. This repository houses quantitative research findings and trading strategies that exploit this correlation to generate robust signals.

Background

Oil price fluctuations can have a significant impact on the performance of companies within sectors heavily rely on oil for their service operations, transportation and consumer demand needs. This correlation creates opportunities for traders to capitalize on the oil price market movements and generate profitable trading signals.

Overview

In this repository, you will find insights of the featuring methods of oil price movements , their correlation with the energy and transportation sectors, and utilizing oil price data to generate trading signals. To validate the effectiveness of our strategies, backtesting is conducted, resulting in compelling trading strategy performance results. Visualizaed representation of our research og a graph showcasing the backtesting results is included. This graph displays the key statistics, equity curve, and performance of a selected ticker and strategy.

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I hope that the insights and strategies shared in this repository will assist you in enhancing your trading approach and achieving better results.

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Explore and leverage the correlation between oil price movements, energy sector, and transportation sector. This repository houses quantitative research findings and trading strategies that exploit this correlation to generate robust signals.

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