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- Lab4 Gale-Shapley and Irving Algorithms (60 %) (1 -3 group)
- Modify the Quantopian Hello World example finding the best two and three stocks that you could find in the past two years. Upload an overleaf two pages report explaining the process to find those stocks and the two year backtest Upload the link to the report n UN Moodle.(20%) (individual)
- Modify the Quantopian Sample Mean Reversion example finding the best percentage of selected stocks and the best periodicity of trading you could find in the past two years, Upload an overleaf two pages report explaining the process to find the est percentage of selected stocks and the best periodicity of trading and the two year backtest. Upload the link to the report n UN Moodle.(20%) (individual) [Hint you could use the pipeline library in Research (Jupyter notebooks) to request the returns for the past two years, check analysis-of-a-naive-bayes-high-low-return-predictor-using-previous-returns ].
- Deadline Sunday 24 Nov 11:55 PM.
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