This report was elaborated in the Algorithm Trading and Market Microstructure curricular unit of the post-graduation in Data Science for Finance at Nova Information Management School. The aim of this project is to use two Algorithm trading strategies, Three Moving Average Crossover Algorithm and On-Balance Volume (OBV) Stock Trading Strategy to determine when to buy and sell stock and analyze the performance of these strategies, in a simulation, using the information of 10 stock prices data during 1 year.
Please read the ATMM_Project_MAC_OBV_Algos.pdf file for the report.