Skip to content

This repository is a submission for the selection tasks given by Quant Club, IIT Kharagpur.

Notifications You must be signed in to change notification settings

NisargBhavsar25/quant-selection-tasks

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

2 Commits
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Quant Selection Tasks 📈

• Task 1️⃣

The Task 1 folder contains two ipython notebooks, each corresponding to one of the indexes to be implemented, namely "Fisher Transformation" and the "Average Directional Index (ADX)". Apart from the ipython notebooks, there are also two images showing the two indexes being applied on the given dataset.

The ipython notebooks also contain a few insights about the the respective indexes and a possible trading strategy that might be implied using these indexes.

• Task 2️⃣

The Task 2 folder contains an ipython notebook, inside which the Monte-Carlo simulations were performed. Apart from the notebook, the folder contains two images, one, of the Scatter Plot of all the simulation runs and an another of the Frequency Distribution Plot of the final values obtained from the different simulation runs.

About

This repository is a submission for the selection tasks given by Quant Club, IIT Kharagpur.

Topics

Resources

Stars

Watchers

Forks