Developed and backtested a trading strategy based on Moving Average Crossover on Bank Nifty Index and compared its results with the Buy & Hold Strategy. Used Yahoo Finance for the Bank Nifty Data. Used 9-days and 21-days Moving Average to generate the Trading Signals for both Long & Short Trades. The Traditional Buy & Hold strategy generated a CAGR of 10.32% but the proposed strategy generated a CAGR of 19.37% from 16 Octorber 2007 to 10 March 2024.
-
Notifications
You must be signed in to change notification settings - Fork 1
nakshatra108/BankNifty-Momentum-Algorithmic-Trading
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
No description, website, or topics provided.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published